+201.6%
BAC vs ZBH
+326.1%
-124.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -1.9% | -2.4% | +0.6% | -0.5% |
| 30D | -7.2% | +16.6% | -23.8% | -15.0% |
| 3M | -20.4% | +10.8% | -31.2% | -25.5% |
| 6M | +1.3% | +35.8% | -34.5% | -15.8% |
| YTD | -6.4% | +20.5% | -26.9% | -17.9% |
| 1Y | -3.5% | +22.7% | -26.2% | -16.4% |
| 3Y | +96.7% | +4.9% | +91.8% | +77.8% |
| 5Y | +20.6% | -12.8% | +33.4% | +18.2% |
| 10Y | +233.0% | +22.7% | +210.3% | +151.9% |
| All | +201.6% | +326.1% | -124.5% | +31.2% |
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