-1.5%
BAC vs ZBH
+11.3%
-12.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +13.5% | -9.5% | +1.7% |
| 7D | +1.5% | +14.3% | -12.7% | -0.8% |
| 30D | -4.4% | +20.3% | -24.7% | -7.3% |
| 3M | -17.5% | +15.3% | -32.8% | -19.5% |
| 6M | -0.1% | +33.9% | -34.0% | -5.2% |
| YTD | -4.6% | +23.5% | -28.1% | -8.5% |
| 1Y | -1.5% | +7.9% | -9.4% | -3.5% |
| All | -1.5% | +11.3% | -12.8% | -3.5% |
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