+742.6%
PANW vs ZM
+47.0%
+695.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -0.8% | -5.7% | +4.9% | +0.4% |
| 30D | -14.6% | -9.1% | -5.5% | -12.9% |
| 3M | +18.3% | +3.5% | +14.8% | +17.3% |
| 6M | +100.5% | +25.7% | +74.8% | +91.2% |
| YTD | +79.5% | +10.8% | +68.8% | +74.7% |
| 1Y | +66.7% | +12.8% | +54.0% | +61.5% |
| 3Y | +161.2% | +33.1% | +128.1% | +143.5% |
| 5Y | +322.2% | -68.3% | +390.5% | +353.4% |
| All | +742.6% | +47.0% | +695.5% | +675.4% |
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