-39.1%
ZS vs ILMN
+70.7%
-109.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -5.2% | +0.7% | -6.0% | -5.4% |
| 30D | -15.5% | -22.7% | +7.2% | -11.7% |
| 3M | +9.0% | +8.6% | +0.3% | +8.5% |
| 6M | +32.2% | +43.8% | -11.6% | +26.7% |
| YTD | -14.1% | +59.8% | -73.9% | -21.5% |
| 1Y | -39.1% | +71.8% | -110.9% | -46.8% |
| All | -39.1% | +70.7% | -109.7% | -46.8% |
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