+93.9%
ILMN vs ZYBT
-42.3%
+136.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -4.9% |
| 7D | -21.6% | -3.5% | -18.0% | -21.6% |
| 30D | -22.9% | +15.1% | -38.0% | -22.8% |
| 3M | +11.6% | +7.0% | +4.6% | +11.7% |
| 6M | +62.5% | +37.7% | +24.9% | +65.0% |
| YTD | +72.7% | +19.1% | +53.6% | +82.9% |
| 1Y | +93.9% | -38.3% | +132.1% | +111.2% |
| All | +93.9% | -42.3% | +136.2% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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