+5.0%
SYK vs ZM
-68.2%
+73.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -12.3% | -2.7% | -9.6% | -11.9% |
| 30D | -22.4% | -10.0% | -12.5% | -21.2% |
| 3M | -12.3% | +1.6% | -13.9% | -12.8% |
| 6M | -24.3% | +25.0% | -49.3% | -28.1% |
| YTD | -22.8% | +10.6% | -33.4% | -25.4% |
| 1Y | -28.8% | +14.0% | -42.7% | -31.9% |
| 3Y | -4.0% | +32.5% | -36.4% | -12.3% |
| All | +5.0% | -68.2% | +73.2% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling