+999.9%
ILMN vs ZBRA
+1,363.2%
-363.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.4% |
| 7D | +0.7% | -1.2% | +1.9% | +1.2% |
| 30D | -22.7% | -17.8% | -4.9% | -16.3% |
| 3M | +8.6% | -16.0% | +24.6% | +16.3% |
| 6M | +43.8% | +31.4% | +12.4% | +25.0% |
| YTD | +59.8% | +30.9% | +28.9% | +36.1% |
| 1Y | +71.8% | +24.3% | +47.5% | +49.4% |
| 3Y | +119.0% | +54.2% | +64.8% | +70.0% |
| 5Y | -43.8% | -46.3% | +2.5% | -35.1% |
| 10Y | +56.4% | +375.2% | -318.8% | -30.5% |
| All | +999.9% | +1,363.2% | -363.3% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling