+539.6%
MRNA vs ZM
+47.0%
+492.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.3% |
| 7D | -1.1% | -5.7% | +4.6% | +0.7% |
| 30D | +126.1% | -9.1% | +135.2% | +133.3% |
| 3M | +190.0% | +3.5% | +186.5% | +186.7% |
| 6M | +157.2% | +25.7% | +131.6% | +136.8% |
| YTD | +388.2% | +10.8% | +377.4% | +362.1% |
| 1Y | +467.0% | +12.8% | +454.3% | +433.6% |
| 3Y | +36.1% | +33.1% | +2.9% | +21.2% |
| 5Y | -68.0% | -68.3% | +0.3% | -61.8% |
| All | +539.6% | +47.0% | +492.6% | +493.9% |
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 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