+249.0%
ZETA vs ILMN
-49.5%
+298.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.8% | +4.3% |
| 7D | -0.4% | -9.7% | +9.2% | +3.6% |
| 30D | -8.0% | -20.4% | +12.4% | -0.3% |
| 3M | +21.4% | +10.0% | +11.4% | +13.1% |
| 6M | +80.1% | +49.5% | +30.6% | +45.0% |
| YTD | +52.5% | +62.5% | -10.0% | +16.8% |
| 1Y | +58.5% | +76.0% | -17.5% | +17.2% |
| 3Y | +281.7% | +94.2% | +187.5% | +146.7% |
| 5Y | +237.3% | -46.3% | +283.6% | +340.2% |
| All | +249.0% | -49.5% | +298.5% | +356.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling