+60.4%
AMGN vs ZBRA
+18.2%
+42.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.7% |
| 7D | +1.1% | +1.8% | -0.7% | +0.9% |
| 30D | +7.8% | -1.7% | +9.5% | +8.0% |
| 3M | +27.3% | +47.8% | -20.5% | +21.4% |
| 6M | +16.8% | +56.7% | -39.9% | +10.2% |
| YTD | +36.3% | +49.4% | -13.1% | +27.8% |
| 1Y | +60.4% | +16.5% | +43.9% | +52.6% |
| All | +60.4% | +18.2% | +42.3% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling