+209.7%
BP vs ZBH
+287.8%
-78.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +3.9% | -2.8% | +6.8% | +5.0% |
| 30D | +7.6% | -0.1% | +7.7% | +7.5% |
| 3M | +0.7% | +13.4% | -12.7% | -4.4% |
| 6M | +15.5% | +3.0% | +12.5% | +12.8% |
| YTD | +30.8% | +9.7% | +21.2% | +24.6% |
| 1Y | +34.3% | -5.4% | +39.7% | +33.6% |
| 3Y | +35.1% | -15.6% | +50.6% | +36.8% |
| 5Y | +126.8% | -28.1% | +154.9% | +139.0% |
| 10Y | +123.4% | -15.2% | +138.6% | +112.2% |
| All | +209.7% | +287.8% | -78.2% | +73.7% |
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