+133.9%
ASML vs ZM
+61.1%
+72.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.5% |
| 7D | +4.9% | +11.0% | -6.1% | +3.2% |
| 30D | -9.3% | +5.6% | -14.9% | -10.0% |
| 3M | -19.0% | -9.1% | -9.8% | -18.1% |
| 6M | -5.2% | -2.6% | -2.6% | -5.0% |
| YTD | +40.6% | +15.7% | +25.0% | +34.5% |
| 1Y | +47.5% | +18.8% | +28.8% | +39.9% |
| 3Y | +133.9% | +62.2% | +71.7% | +114.3% |
| All | +133.9% | +61.1% | +72.8% | +114.3% |
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 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