-36.7%
ZS vs TEVA
+93.8%
-130.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.5% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | +5.0% | +4.7% | +0.3% | +5.1% |
| 3M | +25.5% | +5.6% | +19.9% | +25.5% |
| 6M | +8.7% | +10.5% | -1.8% | +8.8% |
| YTD | -24.5% | +16.5% | -41.0% | -24.2% |
| 1Y | -36.7% | +96.8% | -133.5% | -35.1% |
| All | -36.7% | +93.8% | -130.5% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling