+75.5%
ASML vs ZM
-65.8%
+141.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.8% | +4.6% |
| 7D | -9.0% | -5.9% | -3.1% | -7.1% |
| 30D | -21.0% | -5.2% | -15.8% | -19.5% |
| 3M | -16.3% | -11.3% | -5.0% | -13.4% |
| 6M | -7.5% | -14.5% | +7.0% | -4.3% |
| YTD | +34.0% | +4.2% | +29.8% | +26.6% |
| 1Y | +39.3% | +9.3% | +30.0% | +28.6% |
| 3Y | +128.9% | +45.4% | +83.5% | +80.6% |
| All | +75.5% | -65.8% | +141.3% | +98.4% |
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