-42.6%
ZS vs EXEL
+48.5%
-91.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.5% |
| 7D | -3.1% | -4.9% | +1.8% | -3.3% |
| 30D | -7.2% | +11.4% | -18.6% | -6.8% |
| 3M | +30.5% | +4.9% | +25.6% | +30.8% |
| 6M | +7.0% | +34.4% | -27.4% | +7.0% |
| YTD | -26.8% | +28.0% | -54.9% | -26.7% |
| 1Y | -42.6% | +43.6% | -86.2% | -42.5% |
| All | -42.6% | +48.5% | -91.1% | -42.5% |
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