+134.9%
CSCO vs ZM
+46.9%
+88.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -1.1% | -2.7% | +1.7% | -0.9% |
| 30D | -10.8% | -10.0% | -0.8% | -10.3% |
| 3M | -9.2% | +1.6% | -10.8% | -9.5% |
| 6M | +39.5% | +25.0% | +14.6% | +37.3% |
| YTD | +41.5% | +10.6% | +30.9% | +40.1% |
| 1Y | +61.0% | +14.0% | +47.0% | +59.0% |
| 3Y | +105.2% | +32.5% | +72.7% | +100.2% |
| 5Y | +113.4% | -68.3% | +181.8% | +106.4% |
| All | +134.9% | +46.9% | +88.1% | +105.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling