-0.3%
ZS vs BRKR
-11.8%
+11.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -3.1% | -8.7% | +5.6% | -1.9% |
| 30D | -7.2% | -9.9% | +2.6% | -5.9% |
| 3M | +30.5% | -3.1% | +33.6% | +29.0% |
| 6M | +7.0% | +45.5% | -38.5% | -3.3% |
| YTD | -26.8% | +13.7% | -40.5% | -30.6% |
| 1Y | -42.6% | +67.4% | -110.0% | -50.4% |
| 3Y | -0.3% | -13.2% | +12.9% | -7.2% |
| All | -0.3% | -11.8% | +11.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling