+771.0%
ASML vs ZS
+517.5%
+253.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +5.2% |
| 7D | +1.1% | -7.8% | +8.9% | +2.9% |
| 30D | +2.2% | +5.0% | -2.9% | +0.5% |
| 3M | -2.3% | +25.5% | -27.8% | -8.6% |
| 6M | +23.0% | +8.7% | +14.3% | +14.6% |
| YTD | +61.1% | -24.5% | +85.6% | +63.9% |
| 1Y | +129.1% | -36.7% | +165.8% | +143.4% |
| 3Y | +165.4% | +7.2% | +158.1% | +137.7% |
| 5Y | +109.5% | -40.9% | +150.4% | +102.8% |
| All | +771.0% | +517.5% | +253.5% | +448.2% |
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