+4,888.4%
NVDA vs ZM
+55.9%
+4,832.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | -0.1% |
| 7D | +5.9% | +2.9% | +2.9% | +5.0% |
| 30D | +5.1% | +0.7% | +4.4% | +4.7% |
| 3M | +5.4% | -3.7% | +9.0% | +5.9% |
| 6M | +26.0% | +29.9% | -3.9% | +14.6% |
| YTD | +23.7% | +17.4% | +6.2% | +15.1% |
| 1Y | +34.4% | +22.4% | +12.0% | +22.8% |
| 3Y | +375.8% | +41.3% | +334.5% | +309.0% |
| 5Y | +911.8% | -66.0% | +977.8% | +1,031.6% |
| All | +4,888.4% | +55.9% | +4,832.5% | +4,454.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling