+3,430.5%
NVDA vs ZM
+53.5%
+3,376.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.2% | -2.6% |
| 7D | -12.7% | +11.0% | -23.8% | -15.5% |
| 30D | -26.4% | +5.6% | -32.1% | -27.6% |
| 3M | -27.6% | -9.1% | -18.5% | -25.8% |
| 6M | -27.7% | -2.6% | -25.2% | -28.0% |
| YTD | -12.5% | +15.7% | -28.1% | -18.3% |
| 1Y | -12.6% | +18.8% | -31.4% | -19.5% |
| 3Y | +235.9% | +62.2% | +173.8% | +176.6% |
| 5Y | +438.2% | -60.9% | +499.1% | +489.2% |
| All | +3,430.5% | +53.5% | +3,376.9% | +3,130.1% |
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