+414.5%
ZS vs EXEL
+138.7%
+275.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -7.8% | +8.4% | -16.2% | -9.7% |
| 30D | +5.0% | +4.1% | +1.0% | +3.7% |
| 3M | +25.5% | +12.4% | +13.1% | +21.5% |
| 6M | +8.7% | +41.5% | -32.8% | -1.5% |
| YTD | -24.5% | +34.6% | -59.1% | -30.9% |
| 1Y | -36.7% | +57.9% | -94.6% | -44.9% |
| 3Y | +7.2% | +159.5% | -152.3% | -22.5% |
| 5Y | -40.9% | +198.5% | -239.4% | -59.6% |
| All | +414.5% | +138.7% | +275.8% | +259.7% |
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