+344.5%
ABBV vs ZM
+46.9%
+297.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.6% |
| 7D | -2.0% | -2.7% | +0.7% | -2.0% |
| 30D | +2.0% | -10.0% | +12.0% | +2.0% |
| 3M | +14.2% | +1.6% | +12.6% | +14.2% |
| 6M | +14.1% | +25.0% | -10.9% | +14.0% |
| YTD | +14.2% | +10.6% | +3.6% | +14.2% |
| 1Y | +24.2% | +14.0% | +10.3% | +24.1% |
| 3Y | +89.8% | +32.5% | +57.3% | +89.4% |
| 5Y | +187.2% | -68.3% | +255.5% | +182.5% |
| All | +344.5% | +46.9% | +297.7% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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