+47.4%
ILMN vs ZYBT
-58.4%
+105.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.9% |
| 7D | -3.9% | -3.7% | -0.2% | -3.9% |
| 30D | +6.9% | -12.8% | +19.7% | +6.9% |
| 3M | +28.1% | +76.2% | -48.1% | +28.9% |
| 6M | +65.0% | +109.3% | -44.4% | +64.4% |
| YTD | +56.3% | +36.5% | +19.8% | +57.3% |
| 1Y | +108.7% | -84.0% | +192.7% | +120.1% |
| All | +47.4% | -58.4% | +105.8% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling