-36.7%
ZS vs BDX
+27.3%
-64.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.3% |
| 7D | -7.8% | -2.5% | -5.3% | -7.5% |
| 30D | +5.0% | +8.3% | -3.2% | +3.7% |
| 3M | +25.5% | +24.4% | +1.1% | +21.4% |
| 6M | +8.7% | +9.2% | -0.5% | +4.8% |
| YTD | -24.5% | +22.7% | -47.2% | -29.9% |
| 1Y | -36.7% | +25.9% | -62.6% | -41.2% |
| All | -36.7% | +27.3% | -64.0% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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