+152.4%
ISRG vs ZS
+517.5%
-365.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.1% |
| 7D | -1.6% | -7.8% | +6.2% | +0.1% |
| 30D | -2.3% | +5.0% | -7.3% | -3.6% |
| 3M | -12.4% | +25.5% | -38.0% | -17.3% |
| 6M | -26.8% | +8.7% | -35.5% | -30.6% |
| YTD | -35.3% | -24.5% | -10.7% | -33.7% |
| 1Y | -19.3% | -36.7% | +17.4% | -14.3% |
| 3Y | +18.1% | +7.2% | +10.9% | +8.5% |
| 5Y | +2.6% | -40.9% | +43.6% | 0.0% |
| All | +152.4% | +517.5% | -365.1% | +54.4% |
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 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