+9,471.3%
AMGN vs ZBRA
+8,767.1%
+704.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -11.6% | -1.8% | -9.9% | -11.4% |
| 30D | -5.7% | -8.8% | +3.1% | -4.3% |
| 3M | +14.2% | +47.2% | -33.0% | +6.7% |
| 6M | +5.2% | +61.3% | -56.1% | -3.5% |
| YTD | +22.0% | +42.0% | -20.0% | +13.8% |
| 1Y | +43.6% | +10.5% | +33.2% | +38.9% |
| 3Y | +65.0% | +34.5% | +30.5% | +51.1% |
| 5Y | +112.0% | -40.3% | +152.3% | +115.8% |
| 10Y | +216.6% | +421.5% | -205.0% | +117.0% |
| All | +9,471.3% | +8,767.1% | +704.3% | +3,568.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling