+398.6%
ZS vs VEEV
+240.2%
+158.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | -3.1% | -4.6% | +1.5% | +0.3% |
| 30D | -7.2% | +8.6% | -15.9% | -12.9% |
| 3M | +30.5% | +62.4% | -32.0% | -9.2% |
| 6M | +7.0% | +40.3% | -33.3% | -16.6% |
| YTD | -26.8% | +17.5% | -44.4% | -35.4% |
| 1Y | -42.6% | -6.1% | -36.5% | -41.2% |
| 3Y | -0.3% | +16.7% | -17.0% | -19.3% |
| 5Y | -39.2% | -13.3% | -25.9% | -39.3% |
| All | +398.6% | +240.2% | +158.4% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 10y: compounded portfolio wealth divided by compounded VEEV 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…
10y analysis · Full analysis span regression · 6 months rolling