+414.5%
ZS vs ILMN
-11.3%
+425.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.8% |
| 7D | -7.8% | +1.2% | -9.1% | -8.3% |
| 30D | +5.0% | +9.2% | -4.1% | +0.7% |
| 3M | +25.5% | +29.8% | -4.3% | +10.9% |
| 6M | +8.7% | +69.2% | -60.5% | -15.7% |
| YTD | -24.5% | +66.4% | -90.9% | -41.7% |
| 1Y | -36.7% | +123.4% | -160.1% | -58.3% |
| 3Y | +7.2% | +33.2% | -26.0% | -15.0% |
| 5Y | -40.9% | -52.0% | +11.0% | -24.5% |
| All | +414.5% | -11.3% | +425.8% | +377.6% |
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