+155.2%
QCOM vs ZM
+41.1%
+114.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +3.3% |
| 7D | +5.8% | -0.3% | +6.1% | +5.9% |
| 30D | -2.3% | -6.2% | +3.9% | -1.0% |
| 3M | +2.7% | -12.2% | +14.9% | +5.0% |
| 6M | -21.0% | -16.0% | -5.0% | -18.9% |
| YTD | +1.8% | +6.3% | -4.5% | -0.5% |
| 1Y | +2.4% | +12.3% | -9.8% | -1.1% |
| 3Y | +52.1% | +51.2% | +0.9% | +38.2% |
| 5Y | +14.6% | -64.5% | +79.2% | +18.8% |
| All | +155.2% | +41.1% | +114.1% | +130.4% |
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