+151.2%
QCOM vs ZM
+55.9%
+95.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | -0.5% |
| 7D | +3.3% | +2.9% | +0.4% | +2.8% |
| 30D | +7.7% | +0.7% | +7.0% | +7.3% |
| 3M | -30.1% | -3.7% | -26.4% | -29.8% |
| 6M | +22.8% | +29.9% | -7.0% | +16.2% |
| YTD | +0.2% | +17.4% | -17.2% | -3.9% |
| 1Y | +7.9% | +22.4% | -14.5% | +2.5% |
| 3Y | +55.8% | +41.3% | +14.5% | +42.8% |
| 5Y | +30.1% | -66.0% | +96.1% | +33.5% |
| All | +151.2% | +55.9% | +95.3% | +122.5% |
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 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