+203.7%
BAC vs ZBH
+309.2%
-105.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.7% |
| 7D | +3.2% | -2.3% | +5.5% | +4.5% |
| 30D | -0.7% | +12.5% | -13.2% | -7.3% |
| 3M | -20.0% | +3.9% | -23.9% | -22.5% |
| 6M | +3.4% | +25.4% | -22.0% | -10.3% |
| YTD | -5.7% | +15.7% | -21.5% | -15.6% |
| 1Y | -1.4% | +15.2% | -16.6% | -11.6% |
| 3Y | +97.9% | +0.3% | +97.6% | +83.1% |
| 5Y | +22.9% | -16.1% | +39.0% | +22.9% |
| 10Y | +235.3% | +17.8% | +217.5% | +159.0% |
| All | +203.7% | +309.2% | -105.6% | +35.0% |
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