-2.8%
BSX vs ZBRA
-40.4%
+37.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -10.1% | -3.4% | -6.7% | -9.6% |
| 30D | -16.4% | -7.4% | -9.0% | -15.6% |
| 3M | -8.9% | +57.5% | -66.4% | -15.1% |
| 6M | -38.3% | +64.0% | -102.3% | -43.1% |
| YTD | -54.9% | +44.3% | -99.2% | -57.9% |
| 1Y | -58.8% | +10.9% | -69.7% | -59.8% |
| 3Y | -21.2% | +37.5% | -58.7% | -28.4% |
| All | -2.8% | -40.4% | +37.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 5y: compounded portfolio wealth divided by compounded ZBRA 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…
5y analysis · Full analysis span regression · 6 months rolling