-10.6%
BA vs ZBH
+11.3%
-21.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +13.5% | -11.4% | +0.3% |
| 7D | +5.9% | +14.3% | -8.4% | +3.9% |
| 30D | -8.2% | +20.3% | -28.4% | -10.4% |
| 3M | -25.4% | +15.3% | -40.6% | -26.7% |
| 6M | -20.0% | +33.9% | -54.0% | -22.6% |
| YTD | -18.5% | +23.5% | -42.0% | -20.2% |
| 1Y | -10.6% | +7.9% | -18.5% | -12.1% |
| All | -10.6% | +11.3% | -21.9% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling