+63.4%
ZM vs GSK
+73.9%
-10.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.2% | +3.4% |
| 7D | +2.9% | -1.8% | +4.8% | +3.1% |
| 30D | +0.7% | -2.2% | +2.9% | +0.8% |
| 3M | -3.7% | -1.8% | -1.9% | -3.6% |
| 6M | +29.9% | -10.6% | +40.5% | +30.8% |
| YTD | +17.4% | +4.4% | +13.0% | +16.6% |
| 1Y | +22.4% | +30.4% | -8.0% | +18.9% |
| 3Y | +41.3% | +60.1% | -18.8% | +34.3% |
| 5Y | -66.0% | +46.8% | -112.8% | -67.6% |
| All | +63.4% | +73.9% | -10.4% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling