+1.1%
ILMN vs Z
+6.9%
-5.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.0% |
| 7D | -9.7% | -4.6% | -5.1% | -9.0% |
| 30D | -20.4% | +8.3% | -28.7% | -22.7% |
| 3M | +10.0% | -11.6% | +21.6% | +11.6% |
| 6M | +49.5% | -33.6% | +83.1% | +61.4% |
| YTD | +62.5% | -56.7% | +119.2% | +93.2% |
| 1Y | +76.0% | -59.1% | +135.1% | +111.8% |
| 3Y | +94.2% | -20.4% | +114.5% | +93.6% |
| 5Y | -46.3% | -55.3% | +8.9% | -42.1% |
| 10Y | +62.7% | -14.2% | +77.0% | +38.3% |
| All | +1.1% | +6.9% | -5.8% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling