+28.1%
BSX vs ZM
+48.4%
-20.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.8% | -1.1% | -5.7% |
| 7D | -6.4% | +1.6% | -8.1% | -6.5% |
| 30D | -8.8% | -7.7% | -1.1% | -8.5% |
| 3M | -7.6% | -4.7% | -3.0% | -7.5% |
| 6M | -37.0% | +24.4% | -61.4% | -37.5% |
| YTD | -52.8% | +11.8% | -64.6% | -53.1% |
| 1Y | -58.4% | +13.4% | -71.8% | -58.7% |
| 3Y | -16.5% | +33.8% | -50.3% | -17.7% |
| 5Y | -1.2% | -67.2% | +66.0% | -5.5% |
| All | +28.1% | +48.4% | -20.3% | +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