-31.6%
ZS vs ILMN
+92.1%
-123.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.6% |
| 7D | -12.3% | -21.6% | +9.3% | -8.8% |
| 30D | +11.2% | -22.9% | +34.1% | +15.4% |
| 3M | +37.5% | +11.6% | +25.9% | +35.5% |
| 6M | +57.8% | +62.5% | -4.7% | +47.0% |
| YTD | -0.2% | +72.7% | -72.9% | -9.9% |
| 1Y | -31.6% | +93.9% | -125.5% | -41.8% |
| All | -31.6% | +92.1% | -123.8% | -41.8% |
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 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