+1,265.8%
LLY vs ZM
+39.9%
+1,225.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +1.6% | -1.0% | +2.6% | +1.7% |
| 30D | +21.5% | -7.0% | +28.4% | +21.7% |
| 3M | +16.4% | -15.2% | +31.6% | +17.0% |
| 6M | +51.5% | -16.8% | +68.2% | +52.2% |
| YTD | +33.9% | +5.4% | +28.6% | +33.3% |
| 1Y | +49.1% | +9.3% | +39.8% | +48.2% |
| 3Y | +144.6% | +46.5% | +98.1% | +140.6% |
| 5Y | +466.3% | -63.8% | +530.2% | +469.6% |
| All | +1,265.8% | +39.9% | +1,225.9% | +1,169.7% |
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