+136.4%
BAC vs ZBH
-19.5%
+155.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | +0.4% |
| 7D | +1.2% | -5.2% | +6.4% | +2.3% |
| 30D | -0.7% | -2.4% | +1.7% | -0.2% |
| 3M | +16.9% | +8.3% | +8.7% | +14.6% |
| 6M | +29.6% | +0.7% | +28.9% | +28.7% |
| YTD | +15.3% | +5.3% | +9.9% | +13.2% |
| 1Y | +28.8% | -9.1% | +37.9% | +30.3% |
| 3Y | +136.4% | -19.7% | +156.1% | +144.1% |
| All | +136.4% | -19.5% | +155.9% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling