+106.2%
BP vs ZM
-64.6%
+170.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -6.3% | -1.0% | -5.3% | -6.3% |
| 30D | -3.6% | -7.0% | +3.4% | -3.3% |
| 3M | +5.2% | -15.2% | +20.4% | +6.1% |
| 6M | +5.3% | -16.8% | +22.1% | +6.2% |
| YTD | +33.1% | +5.4% | +27.8% | +32.0% |
| 1Y | +26.3% | +9.3% | +17.0% | +24.8% |
| 3Y | +47.5% | +46.5% | +1.0% | +42.3% |
| 5Y | +106.2% | -63.8% | +170.0% | +74.0% |
| All | +106.2% | -64.6% | +170.8% | +74.0% |
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