+45.4%
GILD vs ZM
+8.0%
+37.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +9.6% | -8.4% | +18.0% | +10.1% |
| 30D | +20.6% | -1.9% | +22.5% | +20.6% |
| 3M | +29.7% | -10.1% | +39.8% | +30.4% |
| 6M | +33.1% | -13.9% | +47.0% | +33.5% |
| YTD | +44.7% | +6.4% | +38.3% | +42.2% |
| 1Y | +45.4% | +9.6% | +35.8% | +41.7% |
| All | +45.4% | +8.0% | +37.3% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling