+214.5%
BAC vs ZBH
+19.2%
+195.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.9% |
| 7D | +1.5% | -2.1% | +3.7% | +2.5% |
| 30D | -6.4% | +13.6% | -19.9% | -12.0% |
| 3M | -21.7% | +7.1% | -28.8% | -24.7% |
| 6M | +0.5% | +26.1% | -25.6% | -11.1% |
| YTD | -6.7% | +17.2% | -23.9% | -15.4% |
| 1Y | -4.7% | +17.4% | -22.0% | -13.7% |
| 3Y | +96.1% | +2.0% | +94.0% | +82.7% |
| 5Y | +21.7% | -15.0% | +36.7% | +22.3% |
| All | +214.5% | +19.2% | +195.2% | +178.7% |
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