+347.2%
ZETA vs ILMN
-51.8%
+399.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.4% |
| 7D | +2.7% | +1.2% | +1.4% | +2.1% |
| 30D | +15.8% | +9.2% | +6.6% | +11.1% |
| 3M | +35.4% | +29.8% | +5.6% | +19.4% |
| 6M | +67.1% | +69.2% | -2.1% | +30.2% |
| YTD | +54.1% | +66.4% | -12.3% | +19.7% |
| 1Y | +67.8% | +123.4% | -55.6% | +12.7% |
| 3Y | +311.4% | +33.2% | +278.3% | +234.9% |
| All | +347.2% | -51.8% | +399.0% | +778.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling