+55.1%
ZM vs BBY
+60.2%
-5.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | -10.3% | +6.8% | -17.1% | -12.1% |
| 3M | -0.7% | +18.7% | -19.4% | -5.8% |
| 6M | +24.8% | +37.3% | -12.5% | +12.6% |
| YTD | +11.5% | +35.3% | -23.8% | +0.5% |
| 1Y | +12.3% | +20.7% | -8.3% | +4.4% |
| 3Y | +33.5% | +39.4% | -6.0% | +13.8% |
| 5Y | -67.5% | -1.5% | -66.0% | -70.3% |
| All | +55.1% | +60.2% | -5.1% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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