+15.5%
GEHC vs ZM
+41.4%
-25.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.9% |
| 7D | -4.0% | +2.9% | -6.9% | -4.6% |
| 30D | -2.0% | +0.7% | -2.7% | -2.2% |
| 3M | +8.0% | -3.7% | +11.7% | +8.3% |
| 6M | -12.8% | +29.9% | -42.6% | -18.8% |
| YTD | -15.9% | +17.4% | -33.4% | -20.5% |
| 1Y | -6.9% | +22.4% | -29.3% | -13.1% |
| 3Y | 0.0% | +41.3% | -41.3% | -11.7% |
| All | +15.5% | +41.4% | -25.9% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling