+55.5%
ZM vs ZBH
-13.9%
+69.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.9% | -0.9% | -4.3% |
| 7D | +1.6% | -5.2% | +6.8% | +2.3% |
| 30D | -7.7% | -2.4% | -5.3% | -7.4% |
| 3M | -4.7% | +8.3% | -12.9% | -5.8% |
| 6M | +24.4% | +0.7% | +23.8% | +23.9% |
| YTD | +11.8% | +5.3% | +6.4% | +10.4% |
| 1Y | +13.4% | -9.1% | +22.4% | +14.0% |
| 3Y | +33.8% | -19.7% | +53.5% | +36.2% |
| 5Y | -67.2% | -31.3% | -35.9% | -67.8% |
| All | +55.5% | -13.9% | +69.5% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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