+61.0%
BSX vs ZS
+504.0%
-443.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | -7.0% | -3.8% | -3.2% | -6.7% |
| 30D | -10.9% | -6.0% | -4.9% | -10.4% |
| 3M | -8.2% | +32.0% | -40.2% | -11.3% |
| 6M | -37.5% | +2.1% | -39.6% | -38.3% |
| YTD | -52.8% | -26.2% | -26.7% | -52.0% |
| 1Y | -58.4% | -41.2% | -17.2% | -56.7% |
| 3Y | -16.5% | +3.3% | -19.9% | -19.5% |
| 5Y | -1.0% | -40.7% | +39.7% | -3.2% |
| All | +61.0% | +504.0% | -443.0% | +10.2% |
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 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