+503.2%
ZS vs ILMN
-10.3%
+513.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.8% |
| 7D | -11.1% | -2.6% | -8.5% | -10.2% |
| 30D | -14.8% | -20.6% | +5.8% | -7.1% |
| 3M | +18.0% | +17.5% | +0.5% | +7.7% |
| 6M | +30.8% | +55.6% | -24.8% | +3.9% |
| YTD | -11.5% | +68.3% | -79.8% | -33.2% |
| 1Y | -37.8% | +81.1% | -118.9% | -54.7% |
| 3Y | +16.6% | +112.2% | -95.6% | -28.5% |
| 5Y | -43.6% | -42.6% | -1.0% | -34.7% |
| All | +503.2% | -10.3% | +513.4% | +446.9% |
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