+646.6%
ASML vs ZM
+38.3%
+608.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.8% | +4.8% |
| 7D | -9.0% | -5.9% | -3.1% | -7.8% |
| 30D | -21.0% | -5.2% | -15.8% | -20.0% |
| 3M | -16.3% | -11.3% | -5.0% | -14.5% |
| 6M | -7.5% | -14.5% | +7.0% | -5.5% |
| YTD | +34.0% | +4.2% | +29.8% | +30.0% |
| 1Y | +39.3% | +9.3% | +30.0% | +33.5% |
| 3Y | +128.9% | +45.4% | +83.5% | +103.0% |
| 5Y | +76.1% | -66.0% | +142.1% | +89.1% |
| All | +646.6% | +38.3% | +608.4% | +583.5% |
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