+0.5%
AZN vs ZS
-37.1%
+37.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.4% |
| 7D | 0.0% | -7.8% | +7.8% | -0.2% |
| 30D | +0.7% | +5.0% | -4.3% | +0.9% |
| 3M | -10.5% | +25.5% | -36.0% | -10.1% |
| 6M | -19.3% | +8.7% | -28.0% | -18.1% |
| YTD | -10.6% | -24.5% | +13.9% | -5.7% |
| 1Y | +0.5% | -36.7% | +37.2% | +4.2% |
| All | +0.5% | -37.1% | +37.6% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling