+33.1%
ZM vs TEVA
+280.8%
-247.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -5.7% | +2.0% | -7.7% | -5.9% |
| 30D | -9.1% | +1.0% | -10.0% | -9.2% |
| 3M | +3.5% | +7.3% | -3.8% | +2.6% |
| 6M | +25.7% | +21.7% | +3.9% | +22.6% |
| YTD | +10.8% | +18.8% | -8.1% | +8.2% |
| 1Y | +12.8% | +86.5% | -73.7% | +4.8% |
| 3Y | +33.1% | +269.4% | -236.3% | +10.6% |
| All | +33.1% | +280.8% | -247.7% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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