+12.3%
ZM vs ILMN
+108.3%
-96.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | +0.3% | -3.9% | +4.2% | +0.7% |
| 30D | -10.3% | +6.9% | -17.2% | -10.7% |
| 3M | -0.7% | +28.1% | -28.8% | -3.1% |
| 6M | +24.8% | +65.0% | -40.1% | +18.1% |
| YTD | +11.5% | +56.3% | -44.8% | +6.0% |
| 1Y | +12.3% | +108.7% | -96.4% | +2.4% |
| All | +12.3% | +108.3% | -96.0% | +2.4% |
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