+912.2%
BX vs ZBH
+28.7%
+883.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | -5.7% | -4.9% | -0.7% | -2.8% |
| 30D | -8.9% | -3.2% | -5.6% | -7.2% |
| 3M | +8.4% | +5.8% | +2.6% | +3.8% |
| 6M | +18.9% | +2.0% | +17.0% | +15.4% |
| YTD | -13.6% | +5.8% | -19.4% | -18.3% |
| 1Y | -22.4% | -7.9% | -14.5% | -21.4% |
| 3Y | +26.0% | -19.4% | +45.4% | +34.2% |
| 5Y | +18.8% | -29.5% | +48.3% | +36.4% |
| 10Y | +668.7% | -15.5% | +684.3% | +598.9% |
| All | +912.2% | +28.7% | +883.5% | +391.5% |
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