+390.7%
ZS vs ILMN
-14.2%
+404.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -3.2% |
| 7D | -9.2% | +1.9% | -11.1% | -9.9% |
| 30D | -4.0% | +12.3% | -16.3% | -9.0% |
| 3M | +25.3% | +33.5% | -8.3% | +9.4% |
| 6M | -1.3% | +69.4% | -70.7% | -23.4% |
| YTD | -28.0% | +60.9% | -88.9% | -43.6% |
| 1Y | -42.5% | +115.0% | -157.5% | -61.5% |
| 3Y | +0.7% | +37.0% | -36.3% | -21.4% |
| 5Y | -42.3% | -53.1% | +10.8% | -25.5% |
| All | +390.7% | -14.2% | +404.9% | +362.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling