+30.6%
BMY vs ZS
+498.3%
-467.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -4.8% | -3.1% | -1.7% | -4.7% |
| 30D | -0.1% | -7.2% | +7.1% | +0.1% |
| 3M | +13.1% | +30.5% | -17.4% | +12.2% |
| 6M | +8.4% | +7.0% | +1.4% | +7.7% |
| YTD | +22.0% | -26.8% | +48.8% | +22.7% |
| 1Y | +40.3% | -42.6% | +82.9% | +42.3% |
| 3Y | +20.5% | -0.3% | +20.8% | +18.9% |
| 5Y | +23.7% | -39.2% | +62.9% | +22.5% |
| All | +30.6% | +498.3% | -467.8% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling