+211.7%
ISRG vs ZS
+618.8%
-407.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.7% |
| 7D | +4.8% | -16.9% | +21.7% | +8.9% |
| 30D | +9.2% | -7.4% | +16.7% | +10.6% |
| 3M | +21.2% | +21.6% | -0.4% | +14.8% |
| 6M | +0.2% | +42.4% | -42.1% | -10.6% |
| YTD | -20.1% | -12.1% | -7.9% | -21.4% |
| 1Y | -17.3% | -37.8% | +20.5% | -12.3% |
| 3Y | +63.3% | +20.9% | +42.4% | +45.1% |
| 5Y | +24.1% | -41.6% | +65.7% | +19.4% |
| All | +211.7% | +618.8% | -407.1% | +82.8% |
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