+55.1%
ZM vs BNS
+146.6%
-91.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +0.3% | -1.3% | +1.6% | +0.4% |
| 30D | -10.3% | +4.0% | -14.3% | -10.5% |
| 3M | -0.7% | +13.8% | -14.5% | -1.5% |
| 6M | +24.8% | +32.7% | -7.9% | +22.4% |
| YTD | +11.5% | +27.6% | -16.1% | +9.6% |
| 1Y | +12.3% | +47.4% | -35.1% | +9.3% |
| 3Y | +33.5% | +129.0% | -95.5% | +27.1% |
| 5Y | -67.5% | +92.7% | -160.2% | -69.5% |
| All | +55.1% | +146.6% | -91.5% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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