+273.5%
ABBV vs ZS
+599.9%
-326.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +1.3% | -2.6% | +3.9% | +1.4% |
| 30D | +4.7% | -12.8% | +17.5% | +5.2% |
| 3M | +18.3% | +2.3% | +16.1% | +18.0% |
| 6M | +43.4% | +26.3% | +17.1% | +41.1% |
| YTD | +33.0% | -14.4% | +47.4% | +32.9% |
| 1Y | +30.8% | -37.6% | +68.4% | +32.7% |
| 3Y | +135.1% | +8.0% | +127.1% | +129.8% |
| 5Y | +201.2% | -44.9% | +246.1% | +201.7% |
| All | +273.5% | +599.9% | -326.4% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling