+33.1%
ZM vs BRKR
-11.8%
+44.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.1% |
| 7D | -5.7% | -8.7% | +3.0% | -4.9% |
| 30D | -9.1% | -9.9% | +0.8% | -8.3% |
| 3M | +3.5% | -3.1% | +6.6% | +2.7% |
| 6M | +25.7% | +45.5% | -19.8% | +17.3% |
| YTD | +10.8% | +13.7% | -2.9% | +6.8% |
| 1Y | +12.8% | +67.4% | -54.7% | +1.6% |
| 3Y | +33.1% | -13.2% | +46.4% | +28.0% |
| All | +33.1% | -11.8% | +44.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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