+398.6%
ZS vs BDX
+18.3%
+380.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -3.1% | -3.2% | +0.1% | -2.0% |
| 30D | -7.2% | -2.5% | -4.7% | -6.4% |
| 3M | +30.5% | +21.4% | +9.1% | +21.6% |
| 6M | +7.0% | +10.4% | -3.4% | +2.9% |
| YTD | -26.8% | +18.8% | -45.7% | -32.0% |
| 1Y | -42.6% | +21.7% | -64.3% | -47.2% |
| 3Y | -0.3% | -10.0% | +9.6% | +1.8% |
| 5Y | -39.2% | -1.8% | -37.4% | -41.3% |
| All | +398.6% | +18.3% | +380.3% | +274.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling