+1,210.1%
AVGO vs ZM
+53.5%
+1,156.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.1% | -6.9% | -5.1% |
| 7D | +18.2% | +11.0% | +7.1% | +16.1% |
| 30D | +0.2% | +5.6% | -5.4% | -0.6% |
| 3M | -16.8% | -9.1% | -7.7% | -15.6% |
| 6M | -16.5% | -2.6% | -13.9% | -16.6% |
| YTD | +0.8% | +15.7% | -14.8% | -2.6% |
| 1Y | +2.8% | +18.8% | -15.9% | -1.2% |
| 3Y | +278.5% | +62.2% | +216.4% | +243.3% |
| 5Y | +573.1% | -60.9% | +633.9% | +586.0% |
| All | +1,210.1% | +53.5% | +1,156.5% | +1,189.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling