+19.7%
BROS vs ZBH
-31.9%
+51.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.5% |
| 7D | -5.8% | -4.7% | -1.1% | -3.7% |
| 30D | -14.0% | -4.5% | -9.5% | -12.1% |
| 3M | -32.5% | +7.6% | -40.1% | -34.9% |
| 6M | -14.9% | +0.3% | -15.2% | -15.8% |
| YTD | -28.3% | +4.5% | -32.8% | -30.9% |
| 1Y | -34.0% | -9.4% | -24.6% | -32.3% |
| 3Y | +63.0% | -21.5% | +84.4% | +75.1% |
| All | +19.7% | -31.9% | +51.6% | +16.9% |
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