+37.2%
AMGN vs ZBRA
+14.4%
+22.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.2% | -1.5% |
| 7D | -13.7% | -3.4% | -10.3% | -13.3% |
| 30D | -8.8% | -7.4% | -1.4% | -8.1% |
| 3M | +7.2% | +57.5% | -50.3% | +2.0% |
| 6M | +1.3% | +64.0% | -62.7% | -4.5% |
| YTD | +17.6% | +44.3% | -26.6% | +10.9% |
| 1Y | +37.2% | +10.9% | +26.3% | +29.7% |
| All | +37.2% | +14.4% | +22.7% | +29.7% |
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