-0.3%
ZS vs IDXX
+7.6%
-7.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -3.1% | -5.7% | +2.6% | -1.3% |
| 30D | -7.2% | -11.5% | +4.3% | -3.6% |
| 3M | +30.5% | -9.5% | +40.0% | +34.3% |
| 6M | +7.0% | -16.0% | +22.9% | +12.6% |
| YTD | -26.8% | -25.4% | -1.4% | -20.3% |
| 1Y | -42.6% | -21.8% | -20.8% | -38.4% |
| 3Y | -0.3% | +7.0% | -7.3% | -6.8% |
| All | -0.3% | +7.6% | -7.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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