-64.3%
BAX vs ZBH
-15.5%
-48.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -0.8% |
| 7D | +0.4% | -2.1% | +2.5% | +1.5% |
| 30D | +3.4% | +13.6% | -10.1% | -4.0% |
| 3M | -4.5% | +7.1% | -11.5% | -8.6% |
| 6M | +44.0% | +26.1% | +17.9% | +25.8% |
| YTD | +34.9% | +17.2% | +17.7% | +22.1% |
| 1Y | +37.9% | +17.4% | +20.5% | +24.7% |
| 3Y | -17.1% | +2.0% | -19.1% | -21.3% |
| 5Y | -64.3% | -15.0% | -49.3% | -63.3% |
| All | -64.3% | -15.5% | -48.8% | -63.3% |
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