+91.7%
BKNG vs ZBH
-29.4%
+121.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | -10.7% | -6.6% | -4.1% | -8.4% |
| 30D | -18.1% | -4.9% | -13.2% | -16.5% |
| 3M | +8.5% | +5.1% | +3.4% | +6.7% |
| 6M | -0.1% | +1.3% | -1.4% | -0.9% |
| YTD | -18.2% | +3.4% | -21.6% | -19.8% |
| 1Y | -19.9% | -8.7% | -11.2% | -18.4% |
| 3Y | +41.6% | -21.2% | +62.8% | +50.9% |
| All | +91.7% | -29.4% | +121.1% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling