-58.5%
ZTS vs ILMN
+33.7%
-92.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.3% |
| 7D | -2.0% | +1.2% | -3.2% | -2.2% |
| 30D | +1.9% | +9.2% | -7.3% | 0.0% |
| 3M | -4.0% | +29.8% | -33.8% | -9.2% |
| 6M | -39.1% | +69.2% | -108.3% | -45.4% |
| YTD | -38.8% | +66.4% | -105.2% | -45.2% |
| 1Y | -49.6% | +123.4% | -173.0% | -57.7% |
| All | -58.5% | +33.7% | -92.3% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling