-16.9%
ILMN vs ZCMD
-100.0%
+83.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.2% | -1.5% |
| 7D | +1.2% | -8.0% | +9.2% | +1.3% |
| 30D | +9.2% | -27.9% | +37.1% | +9.5% |
| 3M | +29.8% | -74.6% | +104.4% | +28.8% |
| 6M | +69.2% | -99.5% | +168.7% | +76.1% |
| YTD | +66.4% | -99.7% | +166.1% | +77.1% |
| 1Y | +123.4% | -99.9% | +223.3% | +143.0% |
| 3Y | +33.2% | -100.0% | +133.2% | +53.1% |
| 5Y | -52.0% | -100.0% | +48.0% | -44.3% |
| All | -16.9% | -100.0% | +83.1% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling