+166.9%
AMGN vs ZM
+47.0%
+119.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.3% |
| 7D | -13.7% | -5.7% | -8.0% | -13.6% |
| 30D | -8.8% | -9.1% | +0.3% | -8.6% |
| 3M | +7.2% | +3.5% | +3.7% | +7.1% |
| 6M | +1.3% | +25.7% | -24.4% | +0.6% |
| YTD | +17.6% | +10.8% | +6.9% | +17.1% |
| 1Y | +37.2% | +12.8% | +24.4% | +36.5% |
| 3Y | +57.7% | +33.1% | +24.6% | +56.1% |
| 5Y | +106.3% | -68.3% | +174.6% | +104.3% |
| All | +166.9% | +47.0% | +119.8% | +148.7% |
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