+34.0%
ZM vs GSK
+48.7%
-14.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.3% | -3.6% | +3.9% | +0.5% |
| 30D | -10.3% | -5.9% | -4.4% | -10.0% |
| 3M | -0.7% | -4.3% | +3.6% | -0.5% |
| 6M | +24.8% | -10.8% | +35.6% | +25.8% |
| YTD | +11.5% | +1.8% | +9.7% | +10.4% |
| 1Y | +12.3% | +23.5% | -11.1% | +8.5% |
| All | +34.0% | +48.7% | -14.7% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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