-49.1%
ZTS vs ILMN
+88.1%
-137.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.7% |
| 7D | -0.4% | -9.7% | +9.3% | +1.0% |
| 30D | +11.7% | -20.4% | +32.1% | +14.7% |
| 3M | +3.5% | +10.0% | -6.6% | -0.3% |
| 6M | -27.6% | +49.5% | -77.1% | -34.3% |
| YTD | -35.5% | +62.5% | -98.0% | -42.7% |
| 1Y | -32.1% | +76.0% | -108.1% | -40.6% |
| 3Y | -49.1% | +94.2% | -143.2% | -57.5% |
| All | -49.1% | +88.1% | -137.1% | -57.5% |
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