+90.6%
ZETA vs ILMN
+74.5%
+16.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.9% | +8.5% | +7.8% |
| 7D | +18.8% | -6.0% | +24.8% | +20.4% |
| 30D | +12.6% | -23.0% | +35.7% | +18.4% |
| 3M | +29.5% | +10.4% | +19.1% | +23.9% |
| 6M | +128.6% | +49.4% | +79.2% | +95.2% |
| YTD | +85.5% | +62.3% | +23.1% | +45.8% |
| 1Y | +90.6% | +73.7% | +16.9% | +36.3% |
| All | +90.6% | +74.5% | +16.1% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling