+46.6%
ZM vs ILMN
-31.3%
+78.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.1% |
| 7D | -1.0% | -9.8% | +8.8% | +1.9% |
| 30D | -7.0% | -22.7% | +15.8% | -0.5% |
| 3M | -15.2% | +12.1% | -27.3% | -19.7% |
| 6M | -16.8% | +51.5% | -68.2% | -28.9% |
| YTD | +5.4% | +63.9% | -58.5% | -13.5% |
| 1Y | +9.3% | +76.6% | -67.2% | -12.5% |
| 3Y | +46.5% | +124.6% | -78.1% | -0.4% |
| 5Y | -63.8% | -42.7% | -21.1% | -60.6% |
| All | +46.6% | -31.3% | +78.0% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling