+1,010.5%
BMY vs ZBRA
+8,767.1%
-7,756.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -4.8% | -1.8% | -3.0% | -4.6% |
| 30D | -0.7% | -8.8% | +8.1% | +0.2% |
| 3M | +15.3% | +47.2% | -31.9% | +10.3% |
| 6M | +8.5% | +61.3% | -52.8% | +2.7% |
| YTD | +23.4% | +42.0% | -18.6% | +18.0% |
| 1Y | +42.9% | +10.5% | +32.5% | +39.8% |
| 3Y | +22.0% | +34.5% | -12.5% | +15.3% |
| 5Y | +24.3% | -40.3% | +64.6% | +25.5% |
| 10Y | +64.6% | +421.5% | -356.9% | +30.2% |
| All | +1,010.5% | +8,767.1% | -7,756.6% | +583.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling