-58.7%
ZTS vs ILMN
-44.7%
-14.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +5.6% | -2.9% | +8.4% | +6.2% |
| 30D | +12.1% | -23.8% | +35.9% | +17.2% |
| 3M | +11.3% | +7.5% | +3.8% | +7.2% |
| 6M | +14.3% | +42.8% | -28.5% | +2.8% |
| YTD | -31.9% | +57.8% | -89.7% | -40.5% |
| 1Y | -29.3% | +72.6% | -101.9% | -39.5% |
| 3Y | -48.0% | +129.3% | -177.4% | -60.5% |
| All | -58.7% | -44.7% | -14.1% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling