+54.1%
ZM vs IDXX
+132.7%
-78.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -5.7% | -5.7% | 0.0% | -3.0% |
| 30D | -9.1% | -11.5% | +2.5% | -3.9% |
| 3M | +3.5% | -9.5% | +13.1% | +8.1% |
| 6M | +25.7% | -16.0% | +41.6% | +35.0% |
| YTD | +10.8% | -25.4% | +36.2% | +25.5% |
| 1Y | +12.8% | -21.8% | +34.5% | +23.6% |
| 3Y | +33.1% | +7.0% | +26.1% | +14.5% |
| 5Y | -68.3% | -26.0% | -42.3% | -68.1% |
| All | +54.1% | +132.7% | -78.6% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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