-38.6%
ZS vs TEVA
+300.5%
-339.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.3% |
| 7D | -3.1% | +2.0% | -5.1% | -3.4% |
| 30D | -7.2% | +1.0% | -8.2% | -7.4% |
| 3M | +30.5% | +7.3% | +23.2% | +28.7% |
| 6M | +7.0% | +21.7% | -14.8% | +3.0% |
| YTD | -26.8% | +18.8% | -45.7% | -29.5% |
| 1Y | -42.6% | +86.5% | -129.1% | -49.4% |
| 3Y | -0.3% | +269.4% | -269.7% | -29.0% |
| All | -38.6% | +300.5% | -339.1% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling