+0.6%
ZS vs EXEL
+164.8%
-164.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +2.5% |
| 7D | -3.8% | -0.3% | -3.5% | -3.8% |
| 30D | -6.0% | +10.1% | -16.1% | -6.6% |
| 3M | +32.0% | +10.1% | +21.9% | +31.0% |
| 6M | +2.1% | +37.7% | -35.5% | -0.8% |
| YTD | -26.2% | +33.1% | -59.2% | -28.1% |
| 1Y | -41.2% | +52.4% | -93.5% | -43.7% |
| All | +0.6% | +164.8% | -164.1% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling