+499.0%
ZS vs ILMN
-13.4%
+512.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.5% | -4.1% |
| 7D | -16.9% | -9.7% | -7.2% | -13.3% |
| 30D | -7.4% | -20.4% | +13.0% | +0.9% |
| 3M | +21.6% | +10.0% | +11.5% | +14.0% |
| 6M | +42.4% | +49.5% | -7.1% | +14.8% |
| YTD | -12.1% | +62.5% | -74.6% | -32.7% |
| 1Y | -37.8% | +76.0% | -113.8% | -54.2% |
| 3Y | +20.9% | +94.2% | -73.3% | -22.6% |
| 5Y | -41.6% | -46.3% | +4.7% | -30.4% |
| All | +499.0% | -13.4% | +512.3% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling