+101.3%
CSCO vs ZM
+49.8%
+51.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -4.7% | -1.0% | -3.7% | -4.5% |
| 30D | -17.1% | -7.0% | -10.1% | -16.2% |
| 3M | -19.6% | -15.2% | -4.4% | -17.8% |
| 6M | +2.4% | -16.8% | +19.2% | +4.9% |
| YTD | +29.8% | +5.4% | +24.4% | +26.6% |
| 1Y | +38.7% | +9.3% | +29.4% | +34.0% |
| 3Y | +101.3% | +46.5% | +54.8% | +76.0% |
| All | +101.3% | +49.8% | +51.5% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling