+340.9%
JCI vs ZM
+53.5%
+287.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.4% |
| 7D | +3.2% | +11.0% | -7.9% | +2.7% |
| 30D | -8.6% | +5.6% | -14.2% | -8.8% |
| 3M | -7.7% | -9.1% | +1.4% | -7.5% |
| 6M | -2.6% | -2.6% | 0.0% | -2.7% |
| YTD | +17.4% | +15.7% | +1.7% | +16.1% |
| 1Y | +16.9% | +18.8% | -1.8% | +15.5% |
| 3Y | +186.7% | +62.2% | +124.6% | +179.7% |
| 5Y | +95.4% | -60.9% | +156.2% | +82.9% |
| All | +340.9% | +53.5% | +287.4% | +341.1% |
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