-2.1%
BROS vs ZBH
-24.7%
+22.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.3% | +7.8% | +7.1% |
| 7D | +6.3% | -2.3% | +8.6% | +7.4% |
| 30D | -8.3% | +12.5% | -20.8% | -12.8% |
| 3M | -29.8% | +3.9% | -33.7% | -31.0% |
| 6M | -25.8% | +25.4% | -51.3% | -33.5% |
| YTD | -41.4% | +15.7% | -57.1% | -46.0% |
| 1Y | -35.2% | +15.2% | -50.3% | -40.2% |
| 3Y | +32.8% | +0.3% | +32.4% | +21.5% |
| 5Y | -42.2% | -16.1% | -26.1% | -44.5% |
| All | -2.1% | -24.7% | +22.5% | -8.7% |
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 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