+76.6%
SYK vs ZS
+494.5%
-417.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -12.3% | -8.1% | -4.3% | -11.5% |
| 30D | -22.4% | -8.4% | -14.0% | -21.8% |
| 3M | -12.3% | +31.1% | -43.4% | -15.2% |
| 6M | -24.3% | +4.4% | -28.7% | -25.9% |
| YTD | -22.8% | -27.3% | +4.6% | -21.5% |
| 1Y | -28.8% | -41.4% | +12.6% | -26.0% |
| 3Y | -4.0% | +1.7% | -5.7% | -8.1% |
| 5Y | +3.8% | -39.6% | +43.4% | +0.3% |
| All | +76.6% | +494.5% | -417.8% | +30.0% |
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