+450.3%
GOOGL vs ZM
+48.4%
+401.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.7% |
| 7D | +1.1% | +1.6% | -0.6% | +0.8% |
| 30D | -4.4% | -7.7% | +3.3% | -3.4% |
| 3M | -6.8% | -4.7% | -2.2% | -6.4% |
| 6M | +13.6% | +24.4% | -10.9% | +8.9% |
| YTD | +8.3% | +11.8% | -3.5% | +5.2% |
| 1Y | +44.9% | +13.4% | +31.6% | +40.2% |
| 3Y | +150.5% | +33.8% | +116.6% | +133.9% |
| 5Y | +137.7% | -67.2% | +204.9% | +141.1% |
| All | +450.3% | +48.4% | +401.9% | +374.0% |
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 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