+2,572.4%
BTI vs ZBH
+274.1%
+2,298.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.4% | -4.9% | +2.5% | -1.3% |
| 30D | -4.8% | -3.2% | -1.5% | -4.1% |
| 3M | -8.1% | +5.8% | -14.0% | -9.4% |
| 6M | -4.2% | +2.0% | -6.2% | -5.1% |
| YTD | -1.3% | +5.8% | -7.1% | -3.2% |
| 1Y | +2.1% | -7.9% | +10.1% | +2.8% |
| 3Y | +108.9% | -19.4% | +128.3% | +113.9% |
| 5Y | +114.5% | -29.5% | +144.0% | +123.7% |
| 10Y | +72.2% | -15.5% | +87.8% | +65.2% |
| All | +2,572.4% | +274.1% | +2,298.3% | +1,905.5% |
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