+142.9%
AZN vs ZM
+47.0%
+95.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.6% | -5.7% | +4.1% | -1.3% |
| 30D | +1.1% | -9.1% | +10.1% | +1.4% |
| 3M | -12.1% | +3.5% | -15.7% | -12.4% |
| 6M | -17.1% | +25.7% | -42.8% | -18.4% |
| YTD | -12.0% | +10.8% | -22.7% | -12.8% |
| 1Y | -0.2% | +12.8% | -13.0% | -1.4% |
| 3Y | +26.8% | +33.1% | -6.4% | +23.7% |
| 5Y | +56.9% | -68.3% | +125.2% | +58.6% |
| All | +142.9% | +47.0% | +95.9% | +125.2% |
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