+47.9%
ZM vs ILMN
-29.5%
+77.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.0% |
| 7D | -0.3% | -2.6% | +2.3% | +0.3% |
| 30D | -6.2% | -20.6% | +14.5% | -0.4% |
| 3M | -12.2% | +17.5% | -29.7% | -18.0% |
| 6M | -16.0% | +55.6% | -71.6% | -28.9% |
| YTD | +6.3% | +68.3% | -62.0% | -13.4% |
| 1Y | +12.3% | +81.1% | -68.8% | -10.8% |
| 3Y | +51.2% | +112.2% | -60.9% | +5.1% |
| 5Y | -64.5% | -42.6% | -21.9% | -61.4% |
| All | +47.9% | -29.5% | +77.4% | +42.8% |
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