+62.2%
ZM vs EXEL
+230.5%
-168.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.4% | +2.2% |
| 7D | +11.0% | -0.8% | +11.9% | +11.1% |
| 30D | +5.6% | +13.1% | -7.5% | +4.9% |
| 3M | -9.1% | +36.3% | -45.5% | -10.8% |
| 6M | -2.6% | +34.5% | -37.1% | -4.4% |
| YTD | +15.7% | +57.4% | -41.8% | +11.7% |
| 1Y | +18.8% | +62.9% | -44.2% | +14.2% |
| 3Y | +62.2% | +229.5% | -167.3% | +57.0% |
| All | +62.2% | +230.5% | -168.3% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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