+159.1%
QCOM vs ZM
+48.4%
+110.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.8% | +8.0% | +4.0% |
| 7D | +5.1% | +1.6% | +3.4% | +4.7% |
| 30D | +4.3% | -7.7% | +12.0% | +5.5% |
| 3M | -19.6% | -4.7% | -15.0% | -19.3% |
| 6M | +29.5% | +24.4% | +5.0% | +23.3% |
| YTD | +3.4% | +11.8% | -8.4% | 0.0% |
| 1Y | +10.9% | +13.4% | -2.4% | +6.8% |
| 3Y | +74.8% | +33.8% | +40.9% | +61.7% |
| 5Y | +36.2% | -67.2% | +103.3% | +40.8% |
| All | +159.1% | +48.4% | +110.8% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling