+252.8%
QCOM vs ZS
+599.9%
-347.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | +4.3% | -2.6% | +6.9% | +4.9% |
| 30D | -0.1% | -12.8% | +12.7% | +2.9% |
| 3M | +5.2% | +2.3% | +3.0% | +3.6% |
| 6M | -18.4% | +26.3% | -44.6% | -25.1% |
| YTD | +2.4% | -14.4% | +16.8% | +1.4% |
| 1Y | +0.9% | -37.6% | +38.5% | +7.2% |
| 3Y | +48.4% | +8.0% | +40.4% | +35.8% |
| 5Y | +16.6% | -44.9% | +61.4% | +13.3% |
| All | +252.8% | +599.9% | -347.1% | +135.3% |
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