+4,556.9%
BDX vs ZBRA
+8,767.1%
-4,210.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | -3.6% | -1.8% | -1.8% | -3.3% |
| 30D | +0.7% | -8.8% | +9.5% | +1.8% |
| 3M | +19.0% | +47.2% | -28.3% | +12.6% |
| 6M | +10.8% | +61.3% | -50.5% | +3.4% |
| YTD | +20.1% | +42.0% | -21.9% | +13.6% |
| 1Y | +23.1% | +10.5% | +12.6% | +19.8% |
| 3Y | -8.8% | +34.5% | -43.3% | -14.6% |
| 5Y | -1.4% | -40.3% | +38.9% | -0.1% |
| 10Y | +60.5% | +421.5% | -361.0% | +23.1% |
| All | +4,556.9% | +8,767.1% | -4,210.2% | +2,374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling