+33.0%
BLK vs ZBH
-28.6%
+61.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -3.3% | -4.7% | +1.4% | -1.7% |
| 30D | -6.5% | -4.5% | -2.0% | -5.0% |
| 3M | +6.7% | +7.6% | -0.8% | +3.5% |
| 6M | +14.7% | +0.3% | +14.5% | +13.7% |
| YTD | +2.5% | +4.5% | -2.0% | -0.3% |
| 1Y | -2.8% | -9.4% | +6.6% | -0.9% |
| 3Y | +65.9% | -21.5% | +87.3% | +77.9% |
| All | +33.0% | -28.6% | +61.7% | +38.9% |
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 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