+26.8%
AZN vs ZS
+1.4%
+25.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -1.6% | -3.1% | +1.5% | -1.5% |
| 30D | +1.1% | -7.2% | +8.3% | +1.2% |
| 3M | -12.1% | +30.5% | -42.6% | -12.8% |
| 6M | -17.1% | +7.0% | -24.1% | -17.5% |
| YTD | -12.0% | -26.8% | +14.9% | -10.1% |
| 1Y | -0.2% | -42.6% | +42.4% | +3.3% |
| 3Y | +26.8% | -0.3% | +27.1% | +22.0% |
| All | +26.8% | +1.4% | +25.4% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling