+114.0%
CSCO vs ZM
-67.8%
+181.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.7% |
| 7D | -0.5% | +1.6% | -2.1% | -0.8% |
| 30D | -10.1% | -7.7% | -2.4% | -9.2% |
| 3M | -11.7% | -4.7% | -7.1% | -11.5% |
| 6M | +40.1% | +24.4% | +15.7% | +34.1% |
| YTD | +43.8% | +11.8% | +32.0% | +39.5% |
| 1Y | +66.6% | +13.4% | +53.3% | +60.9% |
| 3Y | +108.5% | +33.8% | +74.7% | +93.3% |
| 5Y | +114.0% | -67.2% | +181.1% | +110.2% |
| All | +114.0% | -67.8% | +181.8% | +110.2% |
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 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