+403.3%
ZS vs BDX
+19.6%
+383.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.2% |
| 7D | -3.8% | -3.6% | -0.3% | -2.6% |
| 30D | -6.0% | +0.7% | -6.7% | -6.2% |
| 3M | +32.0% | +19.0% | +13.0% | +23.9% |
| 6M | +2.1% | +10.8% | -8.6% | -1.8% |
| YTD | -26.2% | +20.1% | -46.3% | -31.6% |
| 1Y | -41.2% | +23.1% | -64.2% | -46.1% |
| 3Y | +3.3% | -8.8% | +12.1% | +5.0% |
| 5Y | -40.7% | -1.4% | -39.3% | -42.8% |
| All | +403.3% | +19.6% | +383.8% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling