-17.4%
ZBH vs BB
+1.6%
-19.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | -4.5% | -12.5% | +8.0% | -3.4% |
| 3M | +7.6% | -17.4% | +25.0% | +8.4% |
| 6M | +0.3% | +119.1% | -118.9% | -9.5% |
| YTD | +4.5% | +102.4% | -97.8% | -5.0% |
| 1Y | -9.4% | +98.2% | -107.6% | -17.9% |
| 3Y | -21.5% | +46.9% | -68.4% | -29.0% |
| 5Y | -28.4% | -26.4% | -2.0% | -32.0% |
| All | -17.4% | +1.6% | -19.0% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling