-20.3%
BROS vs ZBH
+11.3%
-31.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +13.5% | -12.5% | -0.9% |
| 7D | +2.5% | +14.3% | -11.8% | +0.5% |
| 30D | +15.1% | +20.3% | -5.2% | +12.1% |
| 3M | -31.4% | +15.3% | -46.7% | -32.6% |
| 6M | -22.6% | +33.9% | -56.6% | -25.2% |
| YTD | -28.1% | +23.5% | -51.6% | -29.7% |
| 1Y | -20.3% | +7.9% | -28.2% | -20.4% |
| All | -20.3% | +11.3% | -31.6% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling