+65.7%
AMGN vs ZS
-31.8%
+97.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | +5.9% | -12.3% | +18.2% | +5.6% |
| 30D | +18.7% | +11.2% | +7.5% | +19.0% |
| 3M | +23.4% | +37.5% | -14.1% | +24.4% |
| 6M | +49.7% | +57.8% | -8.1% | +53.7% |
| YTD | +49.2% | -0.2% | +49.4% | +60.3% |
| 1Y | +65.7% | -31.6% | +97.4% | +85.4% |
| All | +65.7% | -31.8% | +97.6% | +85.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling