-14.3%
UNH vs ZM
+33.4%
-47.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -3.2% | -2.7% | -0.4% | -3.0% |
| 30D | -3.5% | -10.0% | +6.5% | -2.9% |
| 3M | -4.2% | +1.6% | -5.8% | -4.6% |
| 6M | +38.3% | +25.0% | +13.3% | +35.0% |
| YTD | +19.2% | +10.6% | +8.6% | +17.3% |
| 1Y | +15.0% | +14.0% | +1.0% | +12.7% |
| All | -14.3% | +33.4% | -47.6% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling