+65.7%
AMGN vs ZBRA
+25.3%
+40.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.6% |
| 7D | +5.9% | -13.6% | +19.5% | +7.7% |
| 30D | +18.7% | -11.5% | +30.2% | +20.3% |
| 3M | +23.4% | -9.9% | +33.3% | +24.6% |
| 6M | +49.7% | +48.6% | +1.1% | +41.5% |
| YTD | +49.2% | +36.9% | +12.3% | +38.6% |
| 1Y | +65.7% | +27.7% | +38.1% | +55.5% |
| All | +65.7% | +25.3% | +40.5% | +55.5% |
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