+37.1%
BMY vs ZS
+517.5%
-480.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.7% |
| 7D | +0.4% | -7.8% | +8.2% | +0.6% |
| 30D | +5.0% | +5.0% | 0.0% | +4.8% |
| 3M | +19.4% | +25.5% | -6.1% | +18.5% |
| 6M | +9.5% | +8.7% | +0.8% | +8.8% |
| YTD | +28.1% | -24.5% | +52.6% | +28.7% |
| 1Y | +50.0% | -36.7% | +86.7% | +51.6% |
| 3Y | +24.1% | +7.2% | +16.9% | +22.1% |
| 5Y | +25.0% | -40.9% | +65.9% | +24.1% |
| All | +37.1% | +517.5% | -480.4% | +12.5% |
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