+22.4%
ZM vs ILMN
+127.6%
-105.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +3.4% |
| 7D | +2.9% | +1.2% | +1.7% | +2.8% |
| 30D | +0.7% | +9.2% | -8.5% | -0.1% |
| 3M | -3.7% | +29.8% | -33.5% | -6.2% |
| 6M | +29.9% | +69.2% | -39.3% | +22.6% |
| YTD | +17.4% | +66.4% | -48.9% | +11.1% |
| 1Y | +22.4% | +123.4% | -101.0% | +11.1% |
| All | +22.4% | +127.6% | -105.3% | +11.1% |
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