Other ethnic groups and religions that were heavily persecuted are either wiped out or converted and assimilated. How did Judaism and Jewish people escape this fate even though they have been seemingly persecuted as minorities wherever they have been?
I only read about 1/4 of it (I got distracted by it while doing other work, I didn't drop it because it was boring; I intend to go back to it), but The Chosen Few: How Education Shaped Jewish History, 70-1492 by economists Maristella Botticini & Zvi Eckstein is fascinating. They use all the numbers they can (but I don't recall anything more complex than means and linear trend lines) to argue that Jews became economically successful in Europe not because of they were forced into money lending, etc. but because rabbinical Judaism based on the Talmud demanded universal male literacy (more than a millennia before any other society expected similar things from the majority of its members). As farmers, this investment in "human capital" was hugely wasteful, but in cities etc. it gave the Jews a huge comparative advantage. Therefore, though the Talmud heavily emphasizes farming, Jews were peasants in surprisingly low numbers considering how most societies were majority peasant well into the 20th century. Their success at reading and writing gave them an advantage in business generally that they later parlayed into success in careers like money lending, but their economic success (the author argue) predates being forced into money lending by canon law. I heard an interview (which you might be interested in listening to) that they're working on a sequel from 1493 to the present.
Additionally, the Jews functioned as a middle man minority (in Amy Chua's book renamed "market dominant minorities") whose ties of ethnic solidarity, trust, and access to capital at favorable terms allowed some members of those communities to become successful in business (especially since non-minorities tended to reinvest profits in land rather than goods--as more precariously positioned minorities, market dominant minorities tended to invest in goods and human capital, that is, things that can be moved). Armenians in the Middle East, Greeks in the Balkans, Overseas Chinese in Southeast Asia, South Asians in East Africa (though Idi Amin expelled them from Uganda), etc. form other examples of middleman minorities that found an economic niche similar to the Jews even without the universal literacy.
Edit: also, the Jews have managed to keep a strong group identity through a religious frame work that discourages both cultural and marital mixing. Though many Jews over the centuries have converted, the core of a separate Jewish people has remained. Before the rise of Christianity and Islam, this frame work was quite rare (and it's even quite different in thinking from Christianity and Islam).
Which millennia are you referring too. Also keep in mind that most historians (in general and on /r/AskHistorians) study specific periods and topics, and a millennia is an extremely long period, so getting detailed answers could be difficult.