-38.6%
ZS vs BDX
-2.2%
-36.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -3.1% | -3.2% | +0.1% | -2.3% |
| 30D | -7.2% | -2.5% | -4.7% | -6.6% |
| 3M | +30.5% | +21.4% | +9.1% | +24.1% |
| 6M | +7.0% | +10.4% | -3.4% | +4.0% |
| YTD | -26.8% | +18.8% | -45.7% | -30.7% |
| 1Y | -42.6% | +21.7% | -64.3% | -46.1% |
| 3Y | -0.3% | -10.0% | +9.6% | +3.1% |
| All | -38.6% | -2.2% | -36.3% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling