+291.9%
ZETA vs ILMN
+33.7%
+258.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.6% |
| 7D | +2.7% | +1.2% | +1.4% | +2.2% |
| 30D | +15.8% | +9.2% | +6.6% | +12.3% |
| 3M | +35.4% | +29.8% | +5.6% | +23.3% |
| 6M | +67.1% | +69.2% | -2.1% | +38.4% |
| YTD | +54.1% | +66.4% | -12.3% | +27.5% |
| 1Y | +67.8% | +123.4% | -55.6% | +25.4% |
| All | +291.9% | +33.7% | +258.1% | +254.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling