+51.7%
BAX vs ZBH
+287.8%
-236.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -1.1% | -2.8% | +1.7% | -0.1% |
| 30D | -5.5% | -0.1% | -5.4% | -5.4% |
| 3M | +33.5% | +13.4% | +20.1% | +27.8% |
| 6M | +35.9% | +3.0% | +32.9% | +34.3% |
| YTD | +35.4% | +9.7% | +25.7% | +31.0% |
| 1Y | +9.8% | -5.4% | +15.2% | +11.1% |
| 3Y | -32.7% | -15.6% | -17.2% | -29.5% |
| 5Y | -65.6% | -28.1% | -37.4% | -62.3% |
| 10Y | -34.9% | -15.2% | -19.7% | -35.3% |
| All | +51.7% | +287.8% | -236.2% | -7.1% |
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