+25.1%
BROS vs ZBH
-31.4%
+56.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | +0.3% |
| 7D | -0.9% | -5.2% | +4.3% | +1.5% |
| 30D | -13.5% | -2.4% | -11.0% | -12.5% |
| 3M | -18.4% | +8.3% | -26.7% | -21.7% |
| 6M | -10.6% | +0.7% | -11.2% | -11.7% |
| YTD | -25.1% | +5.3% | -30.4% | -28.0% |
| 1Y | -28.6% | -9.1% | -19.6% | -26.9% |
| 3Y | +65.6% | -19.7% | +85.3% | +75.0% |
| All | +25.1% | -31.4% | +56.5% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling