+93.6%
UNH vs ZM
+47.0%
+46.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -4.5% | -5.7% | +1.1% | -4.5% |
| 30D | -6.5% | -9.1% | +2.6% | -6.4% |
| 3M | -6.0% | +3.5% | -9.5% | -6.1% |
| 6M | +33.7% | +25.7% | +8.0% | +33.2% |
| YTD | +16.4% | +10.8% | +5.6% | +16.1% |
| 1Y | +10.1% | +12.8% | -2.7% | +9.8% |
| 3Y | -16.3% | +33.1% | -49.4% | -16.6% |
| 5Y | +2.1% | -68.3% | +70.4% | -1.0% |
| All | +93.6% | +47.0% | +46.5% | +87.2% |
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