+16.0%
BX vs ZBH
-31.2%
+47.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.8% |
| 7D | -8.9% | -6.6% | -2.4% | -6.0% |
| 30D | -14.8% | -4.9% | -9.9% | -12.8% |
| 3M | +6.9% | +5.1% | +1.8% | +3.8% |
| 6M | +16.3% | +1.3% | +14.9% | +14.1% |
| YTD | -16.1% | +3.4% | -19.4% | -18.7% |
| 1Y | -26.8% | -8.7% | -18.1% | -25.4% |
| 3Y | +22.4% | -21.2% | +43.7% | +32.9% |
| 5Y | +16.0% | -29.2% | +45.2% | +24.1% |
| All | +16.0% | -31.2% | +47.2% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling