+48.4%
ILMN vs ZYBT
-58.9%
+107.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.6% |
| 7D | -5.4% | -3.7% | -1.7% | -5.4% |
| 30D | +7.0% | 0.0% | +7.0% | +7.0% |
| 3M | +24.2% | +72.2% | -48.0% | +25.0% |
| 6M | +69.9% | +103.1% | -33.2% | +69.4% |
| YTD | +57.4% | +34.8% | +22.6% | +58.4% |
| 1Y | +107.9% | -83.2% | +191.1% | +119.0% |
| All | +48.4% | -58.9% | +107.3% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling