+40.3%
BMY vs ZS
-41.7%
+82.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -4.8% | -3.1% | -1.7% | -4.8% |
| 30D | -0.1% | -7.2% | +7.1% | -0.1% |
| 3M | +13.1% | +30.5% | -17.4% | +13.8% |
| 6M | +8.4% | +7.0% | +1.4% | +9.8% |
| YTD | +22.0% | -26.8% | +48.8% | +27.8% |
| 1Y | +40.3% | -42.6% | +82.9% | +49.4% |
| All | +40.3% | -41.7% | +82.0% | +49.4% |
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