-61.7%
ZM vs RGEN
-37.9%
-23.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.6% |
| 7D | +10.0% | -1.2% | +11.2% | +10.3% |
| 30D | -0.5% | -5.1% | +4.6% | +1.0% |
| 3M | -7.1% | +0.5% | -7.6% | -8.0% |
| 6M | -5.1% | +46.6% | -51.7% | -17.4% |
| YTD | +13.2% | +1.6% | +11.6% | +9.6% |
| 1Y | +15.3% | +5.4% | +10.0% | +10.2% |
| 3Y | +57.4% | +12.8% | +44.6% | +34.7% |
| 5Y | -61.7% | -35.6% | -26.1% | -61.4% |
| All | -61.7% | -37.9% | -23.8% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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