+32.8%
BROS vs ZBH
-0.3%
+33.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.3% | +7.8% | +6.8% |
| 7D | +6.3% | -2.3% | +8.6% | +6.8% |
| 30D | -8.3% | +12.5% | -20.8% | -9.9% |
| 3M | -29.8% | +3.9% | -33.7% | -30.1% |
| 6M | -25.8% | +25.4% | -51.3% | -28.4% |
| YTD | -41.4% | +15.7% | -57.1% | -42.7% |
| 1Y | -35.2% | +15.2% | -50.3% | -36.7% |
| 3Y | +32.8% | +0.3% | +32.4% | +32.8% |
| All | +32.8% | -0.3% | +33.1% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling