-48.2%
CMCSA vs ZM
-67.1%
+18.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.6% |
| 7D | -8.3% | +0.3% | -8.6% | -8.4% |
| 30D | -2.4% | -10.3% | +7.9% | -0.7% |
| 3M | +4.5% | -0.7% | +5.2% | +4.3% |
| 6M | -18.8% | +24.8% | -43.6% | -22.8% |
| YTD | -8.9% | +11.5% | -20.4% | -12.1% |
| 1Y | -18.3% | +12.3% | -30.6% | -21.5% |
| 3Y | -35.0% | +33.5% | -68.4% | -40.5% |
| 5Y | -48.2% | -67.5% | +19.3% | -46.4% |
| All | -48.2% | -67.1% | +18.9% | -46.4% |
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 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