+22.1%
ALNY vs ZM
+33.5%
-11.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -6.5% | -5.7% | -0.9% | -6.1% |
| 30D | +11.0% | -9.1% | +20.1% | +11.9% |
| 3M | -14.1% | +3.5% | -17.6% | -14.4% |
| 6M | -22.4% | +25.7% | -48.1% | -25.3% |
| YTD | -37.5% | +10.8% | -48.2% | -39.2% |
| 1Y | -46.9% | +12.8% | -59.7% | -48.6% |
| 3Y | +22.1% | +33.1% | -11.1% | +6.0% |
| All | +22.1% | +33.5% | -11.4% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling