-22.1%
CMCSA vs ZM
+46.9%
-68.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | -5.6% | -2.7% | -2.8% | -5.4% |
| 30D | -1.9% | -10.0% | +8.1% | -1.2% |
| 3M | +6.4% | +1.6% | +4.8% | +6.2% |
| 6M | -16.9% | +25.0% | -41.9% | -18.5% |
| YTD | -6.8% | +10.6% | -17.4% | -8.0% |
| 1Y | -15.9% | +14.0% | -29.9% | -17.2% |
| 3Y | -33.4% | +32.5% | -65.9% | -35.4% |
| 5Y | -46.7% | -68.3% | +21.6% | -48.4% |
| All | -22.1% | +46.9% | -68.9% | -26.2% |
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 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