+1.6%
ISRG vs ZM
-66.2%
+67.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.8% |
| 7D | -1.6% | +2.9% | -4.5% | -2.4% |
| 30D | -2.3% | +0.7% | -3.0% | -2.7% |
| 3M | -12.4% | -3.7% | -8.8% | -12.0% |
| 6M | -26.8% | +29.9% | -56.7% | -33.6% |
| YTD | -35.3% | +17.4% | -52.7% | -39.9% |
| 1Y | -19.3% | +22.4% | -41.7% | -26.5% |
| 3Y | +18.1% | +41.3% | -23.2% | +0.3% |
| All | +1.6% | -66.2% | +67.8% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling