+28.1%
BA vs ZBH
+16.4%
+11.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -2.0% |
| 7D | -1.7% | +11.3% | -13.0% | -7.7% |
| 30D | -9.5% | +21.5% | -31.0% | -19.0% |
| 3M | -26.5% | +12.5% | -39.0% | -31.7% |
| 6M | -27.4% | +32.3% | -59.7% | -38.9% |
| YTD | -20.6% | +21.4% | -42.0% | -30.7% |
| 1Y | -11.4% | +23.7% | -35.1% | -23.8% |
| 3Y | -10.8% | +7.0% | -17.9% | -21.0% |
| 5Y | -21.9% | -13.2% | -8.7% | -22.3% |
| 10Y | +28.1% | +19.3% | +8.8% | +10.6% |
| All | +28.1% | +16.4% | +11.8% | +10.6% |
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