+365.7%
BA vs ZBH
+318.7%
+47.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +1.1% | +11.7% | -10.6% | -4.2% |
| 30D | -7.9% | +19.3% | -27.2% | -15.3% |
| 3M | -25.3% | +8.9% | -34.2% | -28.7% |
| 6M | -24.6% | +28.2% | -52.7% | -33.6% |
| YTD | -20.1% | +18.4% | -38.5% | -27.6% |
| 1Y | -11.8% | +20.6% | -32.3% | -20.9% |
| 3Y | -10.1% | -0.6% | -9.5% | -15.0% |
| 5Y | -22.7% | -19.7% | -3.0% | -20.1% |
| 10Y | +35.1% | +14.7% | +20.3% | +19.4% |
| All | +365.7% | +318.7% | +47.0% | +130.4% |
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 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