+390.7%
ZS vs GSK
+91.8%
+298.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -4.2% |
| 7D | -9.2% | -4.2% | -5.0% | -8.5% |
| 30D | -4.0% | -7.5% | +3.5% | -2.8% |
| 3M | +25.3% | -3.3% | +28.6% | +25.8% |
| 6M | -1.3% | -9.3% | +8.0% | -0.2% |
| YTD | -28.0% | +1.6% | -29.6% | -29.5% |
| 1Y | -42.5% | +25.5% | -68.0% | -46.8% |
| 3Y | +0.7% | +49.3% | -48.5% | -12.9% |
| 5Y | -42.3% | +46.7% | -89.0% | -50.5% |
| All | +390.7% | +91.8% | +298.9% | +262.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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