+248.9%
MRK vs ZS
+498.3%
-249.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.6% |
| 7D | -4.3% | -3.1% | -1.2% | -4.2% |
| 30D | +8.3% | -7.2% | +15.5% | +8.4% |
| 3M | +20.0% | +30.5% | -10.4% | +19.3% |
| 6M | +25.7% | +7.0% | +18.7% | +25.1% |
| YTD | +38.7% | -26.8% | +65.6% | +39.5% |
| 1Y | +74.7% | -42.6% | +117.3% | +76.9% |
| 3Y | +45.4% | -0.3% | +45.7% | +43.8% |
| 5Y | +129.0% | -39.2% | +168.2% | +127.7% |
| All | +248.9% | +498.3% | -249.4% | +185.3% |
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