+24.3%
ILMN vs ZBRA
+435.2%
-410.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.7% | +1.8% |
| 7D | -5.4% | -3.4% | -2.0% | -4.0% |
| 30D | +7.0% | -7.4% | +14.4% | +10.3% |
| 3M | +24.2% | +57.5% | -33.3% | +1.0% |
| 6M | +69.9% | +64.0% | +5.9% | +34.2% |
| YTD | +57.4% | +44.3% | +13.1% | +28.8% |
| 1Y | +107.9% | +10.9% | +97.0% | +90.4% |
| 3Y | +37.1% | +37.5% | -0.4% | +11.1% |
| 5Y | -53.7% | -39.7% | -14.0% | -49.7% |
| All | +24.3% | +435.2% | -410.9% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling