+235.9%
NVDA vs ZM
+61.1%
+174.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.2% | -2.5% |
| 7D | -12.7% | +11.0% | -23.8% | -15.0% |
| 30D | -26.4% | +5.6% | -32.1% | -27.4% |
| 3M | -27.6% | -9.1% | -18.5% | -26.3% |
| 6M | -27.7% | -2.6% | -25.2% | -27.7% |
| YTD | -12.5% | +15.7% | -28.1% | -17.4% |
| 1Y | -12.6% | +18.8% | -31.4% | -18.4% |
| 3Y | +235.9% | +62.2% | +173.8% | +186.9% |
| All | +235.9% | +61.1% | +174.9% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling