+108.7%
ILMN vs ZCMD
-99.9%
+208.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -2.9% |
| 7D | -3.9% | -4.1% | +0.3% | -3.9% |
| 30D | +6.9% | -22.7% | +29.6% | +6.9% |
| 3M | +28.1% | -62.5% | +90.6% | +26.8% |
| 6M | +65.0% | -99.5% | +164.4% | +56.0% |
| YTD | +56.3% | -99.7% | +156.0% | +51.7% |
| 1Y | +108.7% | -99.9% | +208.6% | +113.8% |
| All | +108.7% | -99.9% | +208.6% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling