+1,259.8%
AVGO vs ZM
+46.9%
+1,212.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | +1.0% | -2.7% | +3.8% | +1.4% |
| 30D | -13.3% | -10.0% | -3.3% | -11.9% |
| 3M | -2.9% | +1.6% | -4.5% | -3.5% |
| 6M | +5.7% | +25.0% | -19.3% | +1.2% |
| YTD | +4.6% | +10.6% | -6.0% | +1.8% |
| 1Y | -1.6% | +14.0% | -15.6% | -4.9% |
| 3Y | +336.2% | +32.5% | +303.8% | +307.9% |
| 5Y | +695.6% | -68.3% | +764.0% | +725.8% |
| All | +1,259.8% | +46.9% | +1,212.9% | +1,247.9% |
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