+986.5%
ILMN vs ZBRA
+1,391.6%
-405.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -2.0% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | -23.8% | -14.0% | -9.8% | -19.0% |
| 3M | +7.5% | -14.7% | +22.1% | +14.3% |
| 6M | +42.8% | +31.3% | +11.5% | +24.2% |
| YTD | +57.8% | +33.4% | +24.4% | +33.4% |
| 1Y | +72.6% | +34.1% | +38.5% | +45.5% |
| 3Y | +129.3% | +59.9% | +69.4% | +75.3% |
| 5Y | -44.5% | -45.3% | +0.8% | -36.4% |
| 10Y | +54.5% | +384.4% | -329.9% | -31.9% |
| All | +986.5% | +1,391.6% | -405.0% | +153.1% |
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