-21.0%
BSX vs ZM
+33.4%
-54.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.1% |
| 7D | -8.2% | -2.7% | -5.5% | -7.9% |
| 30D | -15.8% | -10.0% | -5.8% | -14.8% |
| 3M | -10.8% | +1.6% | -12.4% | -11.0% |
| 6M | -38.4% | +25.0% | -63.4% | -40.3% |
| YTD | -54.8% | +10.6% | -65.4% | -55.8% |
| 1Y | -59.0% | +14.0% | -73.0% | -60.3% |
| All | -21.0% | +33.4% | -54.4% | -24.9% |
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