+22.0%
BMY vs ZM
+34.4%
-12.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -4.8% | +0.3% | -5.1% | -4.8% |
| 30D | -0.7% | -10.3% | +9.6% | 0.0% |
| 3M | +15.3% | -0.7% | +16.0% | +15.3% |
| 6M | +8.5% | +24.8% | -16.3% | +5.9% |
| YTD | +23.4% | +11.5% | +12.0% | +21.3% |
| 1Y | +42.9% | +12.3% | +30.6% | +40.0% |
| All | +22.0% | +34.4% | -12.4% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling