+84.8%
MRK vs ZS
-37.1%
+121.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.6% |
| 7D | +1.3% | -7.8% | +9.2% | +0.9% |
| 30D | +17.1% | +5.0% | +12.1% | +17.6% |
| 3M | +25.9% | +25.5% | +0.4% | +27.6% |
| 6M | +26.8% | +8.7% | +18.1% | +29.3% |
| YTD | +44.9% | -24.5% | +69.4% | +49.9% |
| 1Y | +84.8% | -36.7% | +121.5% | +85.8% |
| All | +84.8% | -37.1% | +121.9% | +85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling