+75.5%
ASML vs ZS
-42.0%
+117.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.1% | +8.1% | +5.8% |
| 7D | -9.0% | -16.9% | +7.9% | -4.6% |
| 30D | -21.0% | -7.4% | -13.5% | -19.6% |
| 3M | -16.3% | +21.6% | -37.9% | -22.0% |
| 6M | -7.5% | +42.4% | -49.9% | -21.2% |
| YTD | +34.0% | -12.1% | +46.1% | +30.7% |
| 1Y | +39.3% | -37.8% | +77.1% | +53.0% |
| 3Y | +128.9% | +20.9% | +107.9% | +89.3% |
| All | +75.5% | -42.0% | +117.4% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling