+139.3%
CSCO vs ZM
+48.0%
+91.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | 0.0% | +0.3% | -0.4% | -0.1% |
| 30D | -10.7% | -10.3% | -0.4% | -10.2% |
| 3M | -8.7% | -0.7% | -8.1% | -8.8% |
| 6M | +44.9% | +24.8% | +20.1% | +42.6% |
| YTD | +44.1% | +11.5% | +32.7% | +42.6% |
| 1Y | +65.9% | +12.3% | +53.5% | +63.9% |
| 3Y | +109.0% | +33.5% | +75.5% | +103.8% |
| 5Y | +114.8% | -67.5% | +182.3% | +107.6% |
| All | +139.3% | +48.0% | +91.3% | +109.1% |
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