-34.0%
BROS vs ZBH
-7.7%
-26.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.9% |
| 7D | -5.8% | -4.7% | -1.1% | -5.0% |
| 30D | -14.0% | -4.5% | -9.5% | -13.2% |
| 3M | -32.5% | +7.6% | -40.1% | -32.9% |
| 6M | -14.9% | +0.3% | -15.2% | -14.7% |
| YTD | -28.3% | +4.5% | -32.8% | -28.5% |
| 1Y | -34.0% | -9.4% | -24.6% | -36.0% |
| All | -34.0% | -7.7% | -26.3% | -36.0% |
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