+17.5%
GEHC vs ZM
+57.7%
-40.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.3% | +10.0% | -12.3% | -4.0% |
| 30D | +19.0% | -0.5% | +19.5% | +18.9% |
| 3M | +13.3% | -7.1% | +20.4% | +14.5% |
| 6M | +31.5% | -5.1% | +36.6% | +31.7% |
| YTD | 0.0% | +13.2% | -13.2% | -5.0% |
| 1Y | +9.4% | +15.3% | -6.0% | +3.2% |
| All | +17.5% | +57.7% | -40.2% | +6.6% |
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