+36.6%
BP vs ZBH
-20.1%
+56.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.4% | +2.6% |
| 7D | +0.9% | -5.2% | +6.1% | +1.1% |
| 30D | +9.1% | -2.4% | +11.5% | +9.2% |
| 3M | +3.9% | +8.3% | -4.3% | +3.2% |
| 6M | +13.6% | +0.7% | +13.0% | +13.3% |
| YTD | +34.0% | +5.3% | +28.7% | +33.1% |
| 1Y | +39.2% | -9.1% | +48.2% | +39.7% |
| All | +36.6% | -20.1% | +56.7% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling