+28.1%
BSX vs ZM
+48.0%
-19.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -7.0% | +0.3% | -7.4% | -7.1% |
| 30D | -10.9% | -10.3% | -0.6% | -10.6% |
| 3M | -8.2% | -0.7% | -7.5% | -8.2% |
| 6M | -37.5% | +24.8% | -62.3% | -38.0% |
| YTD | -52.8% | +11.5% | -64.3% | -53.1% |
| 1Y | -58.4% | +12.3% | -70.7% | -58.7% |
| 3Y | -16.5% | +33.5% | -50.0% | -17.8% |
| 5Y | -1.0% | -67.5% | +66.5% | -5.4% |
| All | +28.1% | +48.0% | -19.9% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling