+166.0%
JCI vs ZM
+34.4%
+131.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +4.1% | +0.3% | +3.7% | +4.0% |
| 30D | -3.8% | -10.3% | +6.4% | -2.6% |
| 3M | -1.6% | -0.7% | -1.0% | -1.8% |
| 6M | +9.5% | +24.8% | -15.3% | +3.7% |
| YTD | +21.7% | +11.5% | +10.3% | +17.1% |
| 1Y | +37.1% | +12.3% | +24.8% | +31.3% |
| All | +166.0% | +34.4% | +131.6% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling