+37.0%
ILMN vs ZCMD
-100.0%
+137.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | +12.3% | -21.6% | +33.9% | +12.4% |
| 3M | +33.5% | -67.4% | +100.9% | +32.4% |
| 6M | +69.4% | -99.4% | +168.8% | +69.9% |
| YTD | +60.9% | -99.7% | +160.7% | +63.8% |
| 1Y | +115.0% | -99.9% | +214.9% | +121.8% |
| 3Y | +37.0% | -100.0% | +137.0% | +30.7% |
| All | +37.0% | -100.0% | +137.0% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling