+100.7%
ISRG vs ZM
+48.0%
+52.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | -10.2% | -10.3% | +0.1% | -8.8% |
| 3M | -17.2% | -0.7% | -16.5% | -17.3% |
| 6M | -28.4% | +24.8% | -53.2% | -31.3% |
| YTD | -37.6% | +11.5% | -49.1% | -39.3% |
| 1Y | -24.4% | +12.3% | -36.8% | -26.7% |
| 3Y | +18.4% | +33.5% | -15.0% | +11.0% |
| 5Y | -1.0% | -67.5% | +66.5% | +0.2% |
| All | +100.7% | +48.0% | +52.7% | +86.1% |
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