-36.7%
ZS vs ILMN
+127.6%
-164.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.3% |
| 7D | -7.8% | +1.2% | -9.1% | -8.0% |
| 30D | +5.0% | +9.2% | -4.1% | +3.7% |
| 3M | +25.5% | +29.8% | -4.3% | +20.2% |
| 6M | +8.7% | +69.2% | -60.5% | -1.7% |
| YTD | -24.5% | +66.4% | -90.9% | -31.7% |
| 1Y | -36.7% | +123.4% | -160.1% | -46.3% |
| All | -36.7% | +127.6% | -164.3% | -46.3% |
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