+205.3%
ISRG vs ZS
+599.9%
-394.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.0% | -2.6% | +0.6% | -1.5% |
| 30D | +5.6% | -12.8% | +18.4% | +8.4% |
| 3M | +10.5% | +2.3% | +8.3% | +8.8% |
| 6M | +2.6% | +26.3% | -23.6% | -5.9% |
| YTD | -21.7% | -14.4% | -7.2% | -22.6% |
| 1Y | -21.6% | -37.6% | +16.1% | -16.8% |
| 3Y | +57.0% | +8.0% | +49.0% | +43.1% |
| 5Y | +25.0% | -44.9% | +69.8% | +21.7% |
| All | +205.3% | +599.9% | -394.6% | +80.2% |
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