+82.7%
ASML vs ZM
-60.9%
+143.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.8% |
| 7D | +4.9% | +11.0% | -6.1% | +1.3% |
| 30D | -9.3% | +5.6% | -14.9% | -10.9% |
| 3M | -19.0% | -9.1% | -9.8% | -16.8% |
| 6M | -5.2% | -2.6% | -2.6% | -6.1% |
| YTD | +40.6% | +15.7% | +25.0% | +28.3% |
| 1Y | +47.5% | +18.8% | +28.8% | +32.7% |
| 3Y | +133.9% | +62.2% | +71.7% | +77.9% |
| All | +82.7% | -60.9% | +143.6% | +95.4% |
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