+101.6%
ABT vs ZS
+599.9%
-498.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -1.3% | -2.6% | +1.3% | -1.0% |
| 30D | +6.0% | -12.8% | +18.9% | +7.2% |
| 3M | -1.9% | +2.3% | -4.2% | -2.7% |
| 6M | +31.2% | +26.3% | +4.9% | +26.0% |
| YTD | -11.2% | -14.4% | +3.2% | -11.8% |
| 1Y | -14.0% | -37.6% | +23.7% | -11.7% |
| 3Y | +20.7% | +8.0% | +12.6% | +13.9% |
| 5Y | -6.7% | -44.9% | +38.2% | -8.7% |
| All | +101.6% | +599.9% | -498.3% | +36.3% |
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