+84.1%
BMY vs ZM
+47.0%
+37.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.8% | -5.7% | +0.9% | -4.7% |
| 30D | -0.1% | -9.1% | +9.0% | 0.0% |
| 3M | +13.1% | +3.5% | +9.6% | +13.0% |
| 6M | +8.4% | +25.7% | -17.3% | +7.9% |
| YTD | +22.0% | +10.8% | +11.2% | +21.6% |
| 1Y | +40.3% | +12.8% | +27.5% | +39.8% |
| 3Y | +20.5% | +33.1% | -12.6% | +19.7% |
| 5Y | +23.7% | -68.3% | +92.0% | +22.1% |
| All | +84.1% | +47.0% | +37.1% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling