+589.9%
ASML vs ZS
+641.4%
-51.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.2% | -0.2% | -7.2% |
| 7D | -19.0% | -17.7% | -1.3% | -15.2% |
| 30D | -25.9% | -3.9% | -22.0% | -25.4% |
| 3M | -19.1% | +26.1% | -45.2% | -24.6% |
| 6M | -5.7% | +44.2% | -50.0% | -18.0% |
| YTD | +27.6% | -9.4% | +36.9% | +23.0% |
| 1Y | +30.8% | -37.1% | +67.8% | +38.9% |
| 3Y | +116.2% | +24.0% | +92.2% | +85.6% |
| 5Y | +67.7% | -39.8% | +107.4% | +58.9% |
| All | +589.9% | +641.4% | -51.4% | +311.3% |
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 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