+950.2%
BSX vs ZBRA
+7,857.6%
-6,907.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.3% |
| 7D | -7.0% | -1.8% | -5.3% | -6.8% |
| 30D | -10.9% | -8.8% | -2.1% | -9.5% |
| 3M | -8.2% | +47.2% | -55.4% | -14.9% |
| 6M | -37.5% | +61.3% | -98.8% | -43.1% |
| YTD | -52.8% | +42.0% | -94.9% | -56.5% |
| 1Y | -58.4% | +10.5% | -68.9% | -60.0% |
| 3Y | -16.5% | +34.5% | -51.0% | -24.4% |
| 5Y | -1.0% | -40.3% | +39.3% | +1.1% |
| 10Y | +91.2% | +421.5% | -330.3% | +32.9% |
| All | +950.2% | +7,857.6% | -6,907.5% | +348.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling