+33.0%
BLK vs ZM
-68.2%
+101.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.3% | -5.7% | +2.4% | -2.0% |
| 30D | -6.5% | -9.1% | +2.6% | -4.6% |
| 3M | +6.7% | +3.5% | +3.2% | +5.2% |
| 6M | +14.7% | +25.7% | -10.9% | +6.3% |
| YTD | +2.5% | +10.8% | -8.2% | -2.5% |
| 1Y | -2.8% | +12.8% | -15.5% | -8.3% |
| 3Y | +65.9% | +33.1% | +32.7% | +46.4% |
| All | +33.0% | -68.2% | +101.2% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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