-8.5%
NFLX vs ZM
-60.9%
+52.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.7% |
| 7D | -2.0% | +11.0% | -13.0% | -5.9% |
| 30D | -11.9% | +5.6% | -17.6% | -14.1% |
| 3M | -20.6% | -9.1% | -11.4% | -18.5% |
| 6M | -29.0% | -2.6% | -26.5% | -29.9% |
| YTD | -33.7% | +15.7% | -49.4% | -40.5% |
| 1Y | -46.2% | +18.8% | -64.9% | -52.6% |
| 3Y | +39.8% | +62.2% | -22.4% | +0.5% |
| All | -8.5% | -60.9% | +52.3% | +13.6% |
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