+63.0%
ZETA vs ILMN
+79.5%
-16.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.6% | +0.9% | +3.6% |
| 7D | +6.2% | -2.6% | +8.8% | +6.8% |
| 30D | -2.0% | -20.6% | +18.6% | +2.4% |
| 3M | +21.7% | +17.5% | +4.2% | +14.9% |
| 6M | +89.1% | +55.6% | +33.5% | +60.0% |
| YTD | +59.3% | +68.3% | -9.0% | +24.3% |
| All | +63.0% | +79.5% | -16.5% | +14.6% |
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