-8.0%
ADBE vs ZM
+46.9%
-54.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.2% |
| 7D | -12.9% | -2.7% | -10.2% | -12.3% |
| 30D | -5.6% | -10.0% | +4.4% | -3.1% |
| 3M | +6.6% | +1.6% | +5.0% | +6.1% |
| 6M | -9.6% | +25.0% | -34.5% | -14.7% |
| YTD | -28.9% | +10.6% | -39.5% | -31.2% |
| 1Y | -28.9% | +14.0% | -42.9% | -31.8% |
| 3Y | -55.6% | +32.5% | -88.1% | -59.5% |
| 5Y | -62.2% | -68.3% | +6.1% | -57.0% |
| All | -8.0% | +46.9% | -54.9% | -21.3% |
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