+141.1%
BP vs ZBH
-31.0%
+172.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +4.0% | -4.9% | +8.9% | +4.6% |
| 30D | +7.8% | -3.2% | +11.1% | +8.2% |
| 3M | +8.4% | +5.8% | +2.5% | +7.2% |
| 6M | +15.1% | +2.0% | +13.1% | +14.1% |
| YTD | +36.4% | +5.8% | +30.6% | +34.4% |
| 1Y | +40.9% | -7.9% | +48.8% | +41.6% |
| 3Y | +38.8% | -19.4% | +58.2% | +42.7% |
| 5Y | +141.1% | -29.5% | +170.6% | +145.8% |
| All | +141.1% | -31.0% | +172.0% | +145.8% |
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 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