+72.3%
BA vs ZBH
-18.8%
+91.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +1.4% |
| 7D | +2.5% | -5.2% | +7.7% | +5.3% |
| 30D | -10.1% | -2.4% | -7.7% | -9.1% |
| 3M | -2.4% | +8.3% | -10.7% | -7.2% |
| 6M | -8.8% | +0.7% | -9.5% | -10.5% |
| YTD | -2.9% | +5.3% | -8.3% | -7.6% |
| 1Y | -8.8% | -9.1% | +0.3% | -7.2% |
| 3Y | -0.3% | -19.7% | +19.4% | +5.5% |
| 5Y | -0.3% | -31.3% | +31.0% | +14.0% |
| 10Y | +72.3% | -18.9% | +91.3% | +66.4% |
| All | +72.3% | -18.8% | +91.1% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling