+187.2%
ABBV vs ZS
-43.4%
+230.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.6% |
| 7D | -2.0% | -8.1% | +6.1% | -2.0% |
| 30D | +2.0% | -8.4% | +10.4% | +2.0% |
| 3M | +14.2% | +31.1% | -16.9% | +14.2% |
| 6M | +14.1% | +4.4% | +9.7% | +14.1% |
| YTD | +14.2% | -27.3% | +41.6% | +14.7% |
| 1Y | +24.2% | -41.4% | +65.6% | +24.9% |
| 3Y | +89.8% | +1.7% | +88.1% | +89.7% |
| 5Y | +187.2% | -39.6% | +226.8% | +183.7% |
| All | +187.2% | -43.4% | +230.6% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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