+40.7%
ILMN vs Z
-33.7%
+74.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -0.9% |
| 7D | +1.2% | -3.0% | +4.2% | +2.1% |
| 30D | +9.2% | -4.2% | +13.4% | +10.3% |
| 3M | +29.8% | -3.7% | +33.5% | +30.3% |
| 6M | +69.2% | -24.5% | +93.7% | +82.4% |
| YTD | +66.4% | -49.3% | +115.7% | +101.5% |
| 1Y | +123.4% | -58.7% | +182.1% | +187.5% |
| All | +40.7% | -33.7% | +74.4% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling