-68.1%
ZM vs GSK
+48.8%
-116.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.3% | -3.6% | +3.9% | +0.7% |
| 30D | -10.3% | -5.9% | -4.4% | -9.7% |
| 3M | -0.7% | -4.3% | +3.6% | -0.3% |
| 6M | +24.8% | -10.8% | +35.6% | +26.2% |
| YTD | +11.5% | +1.8% | +9.7% | +10.3% |
| 1Y | +12.3% | +23.5% | -11.1% | +7.6% |
| 3Y | +33.5% | +49.5% | -16.1% | +22.1% |
| All | -68.1% | +48.8% | -116.9% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling