+485.5%
ZS vs EXEL
+182.5%
+303.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -5.2% | +1.6% | -6.9% | -5.6% |
| 30D | -15.5% | +17.4% | -32.9% | -18.7% |
| 3M | +9.0% | +38.6% | -29.7% | +0.5% |
| 6M | +32.2% | +41.2% | -9.0% | +20.8% |
| YTD | -14.1% | +59.3% | -73.4% | -24.5% |
| 1Y | -39.1% | +60.2% | -99.3% | -46.6% |
| 3Y | +10.4% | +232.6% | -222.2% | -24.9% |
| 5Y | -44.6% | +285.9% | -330.5% | -64.3% |
| All | +485.5% | +182.5% | +303.0% | +292.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling