+169.9%
AMGN vs ZS
+488.9%
-319.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.6% | -5.4% | -9.8% |
| 7D | -10.3% | -9.2% | -1.0% | -9.8% |
| 30D | -3.8% | -4.0% | +0.2% | -3.6% |
| 3M | +14.4% | +25.3% | -10.9% | +12.9% |
| 6M | +7.8% | -1.3% | +9.1% | +7.0% |
| YTD | +22.6% | -28.0% | +50.6% | +23.9% |
| 1Y | +44.2% | -42.5% | +86.7% | +47.7% |
| 3Y | +65.8% | +0.7% | +65.1% | +61.7% |
| 5Y | +108.0% | -42.3% | +150.3% | +105.6% |
| All | +169.9% | +488.9% | -319.0% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling