+606.7%
AVGO vs ZM
-60.7%
+667.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +25.0% | +10.0% | +15.0% | +21.6% |
| 30D | +2.0% | -0.5% | +2.4% | +2.2% |
| 3M | -12.3% | -7.1% | -5.2% | -10.7% |
| 6M | -12.8% | -5.1% | -7.7% | -12.4% |
| YTD | +5.9% | +13.2% | -7.4% | -0.3% |
| 1Y | +3.3% | +15.3% | -12.0% | -3.4% |
| 3Y | +293.1% | +57.4% | +235.7% | +225.6% |
| 5Y | +606.7% | -61.7% | +668.4% | +623.0% |
| All | +606.7% | -60.7% | +667.4% | +623.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling