+23.9%
BMY vs ZBRA
-40.9%
+64.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -6.4% | -3.8% | -2.6% | -6.1% |
| 30D | +0.2% | -10.2% | +10.4% | +0.9% |
| 3M | +16.0% | +58.7% | -42.7% | +12.2% |
| 6M | +8.3% | +61.9% | -53.6% | +4.5% |
| YTD | +22.2% | +41.7% | -19.5% | +18.6% |
| 1Y | +41.7% | +12.4% | +29.3% | +39.4% |
| 3Y | +20.7% | +34.2% | -13.5% | +16.6% |
| 5Y | +23.9% | -40.8% | +64.7% | +20.9% |
| All | +23.9% | -40.9% | +64.8% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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