+361.5%
LLY vs ZM
-67.8%
+429.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -1.9% |
| 7D | -3.1% | +1.6% | -4.7% | -3.2% |
| 30D | -5.1% | -7.7% | +2.6% | -4.6% |
| 3M | -2.1% | -4.7% | +2.6% | -1.9% |
| 6M | +13.8% | +24.4% | -10.6% | +11.9% |
| YTD | +5.1% | +11.8% | -6.7% | +3.9% |
| 1Y | +53.1% | +13.4% | +39.8% | +51.1% |
| 3Y | +95.6% | +33.8% | +61.8% | +90.4% |
| 5Y | +361.5% | -67.2% | +428.7% | +380.4% |
| All | +361.5% | -67.8% | +429.3% | +380.4% |
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