-53.1%
ILMN vs ZBRA
-39.4%
-13.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.1% |
| 7D | +1.9% | +2.6% | -0.7% | +0.8% |
| 30D | +12.3% | -6.4% | +18.7% | +15.4% |
| 3M | +33.5% | +51.3% | -17.7% | +8.4% |
| 6M | +69.4% | +60.5% | +8.9% | +32.1% |
| YTD | +60.9% | +45.2% | +15.7% | +28.7% |
| 1Y | +115.0% | +12.3% | +102.6% | +95.3% |
| 3Y | +37.0% | +37.5% | -0.5% | +7.2% |
| 5Y | -53.1% | -39.2% | -13.9% | -45.7% |
| All | -53.1% | -39.4% | -13.7% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling