+37.5%
ZM vs ILMN
+41.2%
-3.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +3.5% |
| 7D | +2.9% | +1.2% | +1.7% | +2.7% |
| 30D | +0.7% | +9.2% | -8.5% | -0.8% |
| 3M | -3.7% | +29.8% | -33.5% | -8.1% |
| 6M | +29.9% | +69.2% | -39.3% | +17.9% |
| YTD | +17.4% | +66.4% | -48.9% | +6.5% |
| 1Y | +22.4% | +123.4% | -101.0% | +4.0% |
| All | +37.5% | +41.2% | -3.6% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling