+134.0%
BP vs ZBH
-17.1%
+151.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.7% |
| 7D | +5.7% | -6.6% | +12.3% | +8.1% |
| 30D | +8.1% | -4.9% | +13.0% | +9.7% |
| 3M | +8.6% | +5.1% | +3.5% | +5.9% |
| 6M | +18.1% | +1.3% | +16.8% | +15.9% |
| YTD | +37.6% | +3.4% | +34.3% | +33.6% |
| 1Y | +39.4% | -8.7% | +48.1% | +40.3% |
| 3Y | +40.1% | -21.2% | +61.3% | +46.1% |
| 5Y | +141.3% | -29.2% | +170.5% | +156.7% |
| All | +134.0% | -17.1% | +151.2% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling