+392.9%
BAC vs ZBH
-16.2%
+409.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | 0.0% | -4.7% | +4.7% | +2.1% |
| 30D | -2.8% | -4.5% | +1.7% | -0.9% |
| 3M | +14.2% | +7.6% | +6.7% | +9.7% |
| 6M | +30.5% | +0.3% | +30.3% | +28.6% |
| YTD | +15.8% | +4.5% | +11.3% | +11.5% |
| 1Y | +26.2% | -9.4% | +35.5% | +28.8% |
| 3Y | +136.5% | -21.5% | +158.0% | +152.6% |
| 5Y | +75.9% | -28.4% | +104.3% | +92.5% |
| All | +392.9% | -16.2% | +409.1% | +368.7% |
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