+178.1%
AMGN vs ZM
+48.4%
+129.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.8% | -5.3% | -10.0% |
| 7D | -10.3% | +1.6% | -11.9% | -10.3% |
| 30D | -3.8% | -7.7% | +3.9% | -3.6% |
| 3M | +14.4% | -4.7% | +19.0% | +14.5% |
| 6M | +7.8% | +24.4% | -16.6% | +7.1% |
| YTD | +22.6% | +11.8% | +10.8% | +22.0% |
| 1Y | +44.2% | +13.4% | +30.9% | +43.5% |
| 3Y | +65.8% | +33.8% | +32.0% | +64.1% |
| 5Y | +108.0% | -67.2% | +175.1% | +106.0% |
| All | +178.1% | +48.4% | +129.7% | +159.1% |
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