+62.2%
ZM vs ILMN
+118.2%
-56.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.4% | +2.3% |
| 7D | +11.0% | -2.9% | +13.9% | +11.5% |
| 30D | +5.6% | -23.8% | +29.5% | +9.7% |
| 3M | -9.1% | +7.5% | -16.6% | -10.9% |
| 6M | -2.6% | +42.8% | -45.3% | -9.3% |
| YTD | +15.7% | +57.8% | -42.2% | +5.1% |
| 1Y | +18.8% | +72.6% | -53.9% | +6.0% |
| 3Y | +62.2% | +129.3% | -67.2% | +36.8% |
| All | +62.2% | +118.2% | -56.1% | +36.8% |
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