+16.0%
BX vs ZM
-67.8%
+83.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -8.9% | -2.7% | -6.2% | -8.0% |
| 30D | -14.8% | -10.0% | -4.8% | -11.5% |
| 3M | +6.9% | +1.6% | +5.3% | +5.5% |
| 6M | +16.3% | +25.0% | -8.7% | +3.7% |
| YTD | -16.1% | +10.6% | -26.7% | -22.2% |
| 1Y | -26.8% | +14.0% | -40.7% | -33.4% |
| 3Y | +22.4% | +32.5% | -10.0% | +1.6% |
| 5Y | +16.0% | -68.3% | +84.4% | +35.2% |
| All | +16.0% | -67.8% | +83.9% | +35.2% |
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