-10.0%
BDX vs ZBRA
+35.9%
-45.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | -3.2% | -3.4% | +0.2% | -2.7% |
| 30D | -2.5% | -7.4% | +4.9% | -1.5% |
| 3M | +21.4% | +57.5% | -36.1% | +12.0% |
| 6M | +10.4% | +64.0% | -53.6% | +0.6% |
| YTD | +18.8% | +44.3% | -25.5% | +10.1% |
| 1Y | +21.7% | +10.9% | +10.8% | +17.8% |
| 3Y | -10.0% | +37.5% | -47.5% | -17.2% |
| All | -10.0% | +35.9% | -45.9% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling