+256.1%
QCOM vs ZS
+488.9%
-232.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.6% | +7.8% | +4.2% |
| 7D | +5.1% | -9.2% | +14.3% | +7.2% |
| 30D | +4.3% | -4.0% | +8.3% | +4.7% |
| 3M | -19.6% | +25.3% | -44.9% | -24.2% |
| 6M | +29.5% | -1.3% | +30.8% | +25.4% |
| YTD | +3.4% | -28.0% | +31.4% | +7.1% |
| 1Y | +10.9% | -42.5% | +53.4% | +20.4% |
| 3Y | +74.8% | +0.7% | +74.0% | +63.3% |
| 5Y | +36.2% | -42.3% | +78.5% | +33.8% |
| All | +256.1% | +488.9% | -232.8% | +148.4% |
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 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