-33.1%
BAX vs ZBH
+17.7%
-50.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +0.1% | -2.3% | +2.3% | +1.0% |
| 30D | +4.1% | +12.5% | -8.4% | -1.2% |
| 3M | -4.5% | +3.9% | -8.5% | -6.5% |
| 6M | +49.2% | +25.4% | +23.8% | +35.2% |
| YTD | +35.2% | +15.7% | +19.5% | +26.5% |
| 1Y | +38.3% | +15.2% | +23.1% | +29.5% |
| 3Y | -19.0% | +0.3% | -19.4% | -20.9% |
| 5Y | -64.2% | -16.1% | -48.1% | -62.9% |
| All | -33.1% | +17.7% | -50.8% | -38.4% |
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