+155.4%
ISRG vs ZM
+50.9%
+104.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.9% | -8.0% | -1.3% |
| 7D | -6.8% | +6.8% | -13.6% | -7.7% |
| 30D | +5.1% | +0.1% | +5.0% | +4.9% |
| 3M | +12.0% | -7.5% | +19.6% | +13.0% |
| 6M | +7.0% | -8.4% | +15.5% | +7.6% |
| YTD | -20.6% | +13.7% | -34.3% | -23.2% |
| 1Y | -21.4% | +15.9% | -37.4% | -24.3% |
| 3Y | +62.0% | +58.0% | +4.0% | +47.9% |
| 5Y | +28.1% | -60.4% | +88.5% | +28.2% |
| All | +155.4% | +50.9% | +104.5% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling