+540.5%
BNY vs ZBH
+269.7%
+270.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -1.3% | -4.7% | +3.3% | +0.8% |
| 30D | -0.2% | -4.5% | +4.3% | +1.8% |
| 3M | +14.9% | +7.6% | +7.4% | +10.0% |
| 6M | +40.0% | +0.3% | +39.7% | +37.4% |
| YTD | +42.0% | +4.5% | +37.4% | +36.1% |
| 1Y | +56.9% | -9.4% | +66.2% | +59.1% |
| 3Y | +289.9% | -21.5% | +311.3% | +312.6% |
| 5Y | +259.2% | -28.4% | +287.6% | +290.3% |
| 10Y | +413.3% | -16.5% | +429.8% | +381.9% |
| All | +540.5% | +269.7% | +270.8% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling