+77.0%
ZTS vs ILMN
+61.7%
+15.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +2.8% |
| 7D | -1.0% | -2.6% | +1.5% | -0.5% |
| 30D | +10.8% | -20.6% | +31.4% | +15.9% |
| 3M | +14.1% | +17.5% | -3.4% | +7.2% |
| 6M | +0.8% | +55.6% | -54.9% | -12.5% |
| YTD | -33.1% | +68.3% | -101.4% | -43.5% |
| 1Y | -30.0% | +81.1% | -111.1% | -42.1% |
| 3Y | -49.5% | +112.2% | -161.7% | -62.1% |
| 5Y | -60.2% | -42.6% | -17.6% | -58.3% |
| 10Y | +77.0% | +70.5% | +6.6% | +44.7% |
| All | +77.0% | +61.7% | +15.3% | +44.7% |
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