+26.5%
ISRG vs ZM
-64.9%
+91.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.1% |
| 7D | +5.4% | -0.3% | +5.7% | +5.5% |
| 30D | +8.6% | -6.2% | +14.8% | +10.4% |
| 3M | +21.6% | -12.2% | +33.8% | +25.4% |
| 6M | +2.3% | -16.0% | +18.4% | +6.0% |
| YTD | -18.7% | +6.3% | -25.0% | -22.7% |
| 1Y | -17.8% | +12.3% | -30.0% | -23.4% |
| 3Y | +69.1% | +51.2% | +17.9% | +38.4% |
| 5Y | +26.5% | -64.5% | +91.0% | +39.0% |
| All | +26.5% | -64.9% | +91.3% | +39.0% |
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 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