+611.0%
ASML vs ZM
+36.6%
+574.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.3% | -6.0% | -8.7% |
| 7D | -19.0% | -9.1% | -10.0% | -17.4% |
| 30D | -25.9% | -5.7% | -20.2% | -25.0% |
| 3M | -19.1% | -11.7% | -7.3% | -17.2% |
| 6M | -5.7% | -18.6% | +12.9% | -2.7% |
| YTD | +27.6% | +2.9% | +24.7% | +24.1% |
| 1Y | +30.8% | +6.3% | +24.5% | +26.1% |
| 3Y | +116.2% | +41.0% | +75.2% | +93.0% |
| 5Y | +67.7% | -66.4% | +134.1% | +80.5% |
| All | +611.0% | +36.6% | +574.3% | +552.4% |
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 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