+109.1%
AMGN vs ZM
-67.8%
+176.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -13.9% | -2.7% | -11.2% | -13.7% |
| 30D | -7.1% | -10.0% | +2.9% | -6.6% |
| 3M | +13.9% | +1.6% | +12.3% | +13.8% |
| 6M | +3.2% | +25.0% | -21.7% | +1.5% |
| YTD | +19.2% | +10.6% | +8.6% | +18.0% |
| 1Y | +41.1% | +14.0% | +27.2% | +39.2% |
| 3Y | +61.3% | +32.5% | +28.8% | +56.9% |
| 5Y | +109.1% | -68.3% | +177.4% | +113.4% |
| All | +109.1% | -67.8% | +176.9% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling