+417.5%
ABBV vs ZM
+53.5%
+364.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | +0.2% |
| 7D | +1.3% | +11.0% | -9.8% | +1.3% |
| 30D | +4.7% | +5.6% | -0.9% | +4.7% |
| 3M | +18.3% | -9.1% | +27.5% | +18.3% |
| 6M | +43.4% | -2.6% | +46.0% | +43.4% |
| YTD | +33.0% | +15.7% | +17.3% | +32.9% |
| 1Y | +30.8% | +18.8% | +12.1% | +30.7% |
| 3Y | +135.1% | +62.2% | +73.0% | +134.7% |
| 5Y | +201.2% | -60.9% | +262.1% | +196.7% |
| All | +417.5% | +53.5% | +364.0% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling