+135.3%
JPM vs ZM
-60.9%
+196.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.2% | +0.7% |
| 7D | +3.5% | +11.0% | -7.5% | +2.0% |
| 30D | +3.3% | +5.6% | -2.4% | +2.3% |
| 3M | -4.2% | -9.1% | +5.0% | -3.2% |
| 6M | +16.4% | -2.6% | +19.0% | +15.9% |
| YTD | +9.5% | +15.7% | -6.1% | +5.2% |
| 1Y | +14.0% | +18.8% | -4.7% | +9.0% |
| 3Y | +153.1% | +62.2% | +90.9% | +128.0% |
| All | +135.3% | -60.9% | +196.2% | +103.6% |
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