+63.4%
ZM vs EXEL
+176.8%
-113.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | +2.9% | +8.4% | -5.4% | +1.4% |
| 30D | +0.7% | +4.1% | -3.4% | -0.2% |
| 3M | -3.7% | +12.4% | -16.1% | -6.1% |
| 6M | +29.9% | +41.5% | -11.7% | +20.4% |
| YTD | +17.4% | +34.6% | -17.2% | +9.8% |
| 1Y | +22.4% | +57.9% | -35.5% | +10.1% |
| 3Y | +41.3% | +159.5% | -118.2% | +9.9% |
| 5Y | -66.0% | +198.5% | -264.5% | -74.8% |
| All | +63.4% | +176.8% | -113.3% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling