+25.9%
BDX vs ZYBT
-83.2%
+109.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -2.5% | -6.9% | +4.4% | -2.5% |
| 30D | +8.3% | -31.8% | +40.0% | +8.2% |
| 3M | +24.4% | +94.0% | -69.6% | +27.2% |
| 6M | +9.2% | +99.0% | -89.8% | +11.6% |
| YTD | +22.7% | +40.0% | -17.3% | +26.0% |
| 1Y | +25.9% | -79.5% | +105.4% | +30.7% |
| All | +25.9% | -83.2% | +109.1% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling