+246.5%
BBY vs ZBH
-16.2%
+262.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +1.9% | +2.6% |
| 7D | +0.6% | -4.7% | +5.3% | +2.5% |
| 30D | +9.4% | -4.5% | +13.9% | +11.4% |
| 3M | +19.3% | +7.6% | +11.8% | +15.5% |
| 6M | +47.9% | +0.3% | +47.6% | +46.3% |
| YTD | +39.6% | +4.5% | +35.0% | +35.5% |
| 1Y | +22.2% | -9.4% | +31.6% | +24.5% |
| 3Y | +45.0% | -21.5% | +66.5% | +54.5% |
| 5Y | +2.6% | -28.4% | +31.0% | +11.3% |
| All | +246.5% | -16.2% | +262.7% | +224.3% |
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 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