+23.4%
BA vs ZBH
+19.2%
+4.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.3% |
| 7D | -0.6% | -2.1% | +1.6% | +0.5% |
| 30D | -8.0% | +13.6% | -21.6% | -14.7% |
| 3M | -25.8% | +7.1% | -32.9% | -29.2% |
| 6M | -27.6% | +26.1% | -53.7% | -37.4% |
| YTD | -21.0% | +17.2% | -38.2% | -29.8% |
| 1Y | -12.3% | +17.4% | -29.6% | -22.3% |
| 3Y | -12.8% | +2.0% | -14.8% | -20.6% |
| 5Y | -22.4% | -15.0% | -7.4% | -22.2% |
| All | +23.4% | +19.2% | +4.1% | +8.4% |
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