+201.6%
ABBV vs ZS
-45.5%
+247.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +1.3% | -2.6% | +3.9% | +1.3% |
| 30D | +4.7% | -12.8% | +17.5% | +4.7% |
| 3M | +18.3% | +2.3% | +16.1% | +18.3% |
| 6M | +43.4% | +26.3% | +17.1% | +43.3% |
| YTD | +33.0% | -14.4% | +47.4% | +33.5% |
| 1Y | +30.8% | -37.6% | +68.4% | +31.7% |
| 3Y | +135.1% | +8.0% | +127.1% | +134.9% |
| All | +201.6% | -45.5% | +247.0% | +195.2% |
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