+269.3%
ZBH vs BB
+100.5%
+168.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.1% |
| 7D | -5.2% | +0.5% | -5.7% | -5.3% |
| 30D | -2.4% | -12.4% | +9.9% | -1.4% |
| 3M | +8.3% | -15.3% | +23.5% | +8.8% |
| 6M | +0.7% | +128.8% | -128.1% | -8.1% |
| YTD | +5.3% | +107.7% | -102.3% | -3.1% |
| 1Y | -9.1% | +103.9% | -113.0% | -16.6% |
| 3Y | -19.7% | +72.6% | -92.3% | -27.5% |
| 5Y | -31.3% | -24.3% | -7.0% | -34.4% |
| 10Y | -18.9% | +3.1% | -22.1% | -32.2% |
| All | +269.3% | +100.5% | +168.8% | +214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling