-65.4%
ZM vs ILMN
-46.1%
-19.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.4% |
| 7D | -5.9% | -9.7% | +3.8% | -3.0% |
| 30D | -5.2% | -20.4% | +15.2% | +0.9% |
| 3M | -11.3% | +10.0% | -21.3% | -16.0% |
| 6M | -14.5% | +49.5% | -64.0% | -27.9% |
| YTD | +4.2% | +62.5% | -58.3% | -15.9% |
| 1Y | +9.3% | +76.0% | -66.7% | -14.4% |
| 3Y | +45.4% | +94.2% | -48.8% | -0.7% |
| All | -65.4% | -46.1% | -19.3% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling