-26.7%
ZTS vs ILMN
+92.1%
-118.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.9% | +12.4% | +7.8% |
| 7D | +15.4% | -21.6% | +37.0% | +17.4% |
| 30D | +25.8% | -22.9% | +48.6% | +28.2% |
| 3M | +18.1% | +11.6% | +6.5% | +12.6% |
| 6M | -19.7% | +62.5% | -82.3% | -29.1% |
| YTD | -27.5% | +72.7% | -100.2% | -38.1% |
| 1Y | -26.7% | +93.9% | -120.6% | -40.4% |
| All | -26.7% | +92.1% | -118.9% | -40.4% |
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 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