+159.0%
AMGN vs ZS
+498.3%
-339.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.4% |
| 7D | -13.7% | -3.1% | -10.6% | -13.5% |
| 30D | -8.8% | -7.2% | -1.6% | -8.5% |
| 3M | +7.2% | +30.5% | -23.3% | +5.6% |
| 6M | +1.3% | +7.0% | -5.7% | 0.0% |
| YTD | +17.6% | -26.8% | +44.5% | +18.8% |
| 1Y | +37.2% | -42.6% | +79.8% | +40.5% |
| 3Y | +57.7% | -0.3% | +58.1% | +53.9% |
| 5Y | +106.3% | -39.2% | +145.5% | +103.0% |
| All | +159.0% | +498.3% | -339.3% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling