-31.6%
ZS vs EXEL
+92.4%
-124.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.2% |
| 7D | -12.3% | +9.8% | -22.0% | -11.6% |
| 30D | +11.2% | +23.6% | -12.4% | +12.8% |
| 3M | +37.5% | +29.9% | +7.6% | +39.9% |
| 6M | +57.8% | +64.7% | -6.9% | +61.0% |
| YTD | -0.2% | +66.0% | -66.2% | +1.1% |
| 1Y | -31.6% | +92.0% | -123.6% | -31.3% |
| All | -31.6% | +92.4% | -124.0% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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