-13.3%
BKNG vs ZBH
+19.1%
-32.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | 0.0% |
| 7D | +12.2% | +9.6% | +2.5% | +7.8% |
| 30D | +7.0% | +19.1% | -12.1% | +0.1% |
| 3M | -18.3% | +9.1% | -27.4% | -21.3% |
| 6M | +1.1% | +29.4% | -28.3% | -6.2% |
| YTD | -20.7% | +19.8% | -40.4% | -27.0% |
| 1Y | -13.3% | +23.4% | -36.7% | -21.9% |
| All | -13.3% | +19.1% | -32.4% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling