+309.5%
BX vs ZM
+53.5%
+256.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.8% | +1.0% |
| 7D | +0.6% | +11.0% | -10.5% | -1.5% |
| 30D | +14.2% | +5.6% | +8.6% | +12.8% |
| 3M | -18.7% | -9.1% | -9.6% | -17.5% |
| 6M | +2.5% | -2.6% | +5.0% | +2.1% |
| YTD | -18.8% | +15.7% | -34.5% | -22.2% |
| 1Y | -10.3% | +18.8% | -29.1% | -14.6% |
| 3Y | +35.4% | +62.2% | -26.8% | +21.0% |
| 5Y | +0.3% | -60.9% | +61.1% | -0.8% |
| All | +309.5% | +53.5% | +256.0% | +280.1% |
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