-45.5%
ILMN vs Z
-55.4%
+9.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.2% |
| 7D | -9.7% | -4.6% | -5.1% | -8.8% |
| 30D | -20.4% | +8.3% | -28.7% | -23.6% |
| 3M | +10.0% | -11.6% | +21.6% | +12.0% |
| 6M | +49.5% | -33.6% | +83.1% | +66.3% |
| YTD | +62.5% | -56.7% | +119.2% | +107.1% |
| 1Y | +76.0% | -59.1% | +135.1% | +128.2% |
| 3Y | +94.2% | -20.4% | +114.5% | +85.9% |
| All | -45.5% | -55.4% | +9.9% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling