+1,248.7%
AVGO vs ZM
+55.9%
+1,192.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.0% | -0.3% |
| 7D | -3.0% | +2.9% | -5.9% | -3.4% |
| 30D | -14.4% | +0.7% | -15.1% | -14.6% |
| 3M | -14.4% | -3.7% | -10.7% | -14.1% |
| 6M | +13.1% | +29.9% | -16.7% | +7.7% |
| YTD | +3.8% | +17.4% | -13.6% | +0.1% |
| 1Y | +17.8% | +22.4% | -4.6% | +12.6% |
| 3Y | +325.3% | +41.3% | +284.0% | +293.8% |
| 5Y | +689.9% | -66.0% | +756.0% | +711.8% |
| All | +1,248.7% | +55.9% | +1,192.9% | +1,224.9% |
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 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