+213.0%
ABBV vs ZS
+488.9%
-275.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.6% | -2.8% |
| 7D | -4.3% | -9.2% | +4.9% | -4.0% |
| 30D | +1.1% | -4.0% | +5.1% | +1.2% |
| 3M | +12.3% | +25.3% | -13.0% | +11.2% |
| 6M | +9.8% | -1.3% | +11.1% | +9.1% |
| YTD | +11.5% | -28.0% | +39.5% | +12.3% |
| 1Y | +22.3% | -42.5% | +64.8% | +24.4% |
| 3Y | +85.2% | +0.7% | +84.4% | +81.4% |
| 5Y | +170.8% | -42.3% | +213.1% | +168.0% |
| All | +213.0% | +488.9% | -275.8% | +132.7% |
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 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