+44.7%
ILMN vs ZYBT
-57.8%
+102.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.8% |
| 7D | -9.2% | -2.5% | -6.7% | -9.2% |
| 30D | +4.4% | -1.2% | +5.6% | +4.4% |
| 3M | +23.9% | +76.7% | -52.8% | +24.7% |
| 6M | +64.5% | +103.6% | -39.1% | +64.1% |
| YTD | +53.5% | +38.3% | +15.2% | +54.4% |
| 1Y | +110.8% | -84.7% | +195.5% | +122.5% |
| All | +44.7% | -57.8% | +102.5% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling