-66.4%
BAX vs ZBH
-31.2%
-35.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.2% | -1.6% |
| 7D | -2.4% | -5.2% | +2.8% | +0.5% |
| 30D | -9.7% | -2.4% | -7.3% | -8.5% |
| 3M | +29.3% | +8.3% | +21.0% | +23.8% |
| 6M | +40.7% | +0.7% | +40.0% | +39.5% |
| YTD | +30.3% | +5.3% | +24.9% | +26.1% |
| 1Y | +3.4% | -9.1% | +12.5% | +6.8% |
| 3Y | -32.0% | -19.7% | -12.3% | -26.1% |
| All | -66.4% | -31.2% | -35.2% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling