+2.8%
AVGO vs ZM
+18.3%
-15.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.1% | -6.9% | -5.2% |
| 7D | +18.2% | +11.0% | +7.1% | +15.7% |
| 30D | +0.2% | +5.6% | -5.4% | -0.8% |
| 3M | -16.8% | -9.1% | -7.7% | -16.0% |
| 6M | -16.5% | -2.6% | -13.9% | -15.9% |
| YTD | +0.8% | +15.7% | -14.8% | -2.0% |
| 1Y | +2.8% | +18.8% | -15.9% | -0.4% |
| All | +2.8% | +18.3% | -15.5% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling