+106.2%
INTC vs ZM
+48.4%
+57.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.8% | +13.9% | +9.8% |
| 7D | +17.4% | +1.6% | +15.8% | +17.1% |
| 30D | +2.8% | -7.7% | +10.5% | +3.8% |
| 3M | -5.3% | -4.7% | -0.6% | -5.0% |
| 6M | +140.6% | +24.4% | +116.2% | +130.8% |
| YTD | +183.1% | +11.8% | +171.4% | +174.6% |
| 1Y | +326.8% | +13.4% | +313.4% | +312.5% |
| 3Y | +179.4% | +33.8% | +145.6% | +161.7% |
| 5Y | +111.7% | -67.2% | +178.9% | +113.1% |
| All | +106.2% | +48.4% | +57.9% | +89.8% |
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