-15.3%
ZBH vs BBWI
-67.6%
+52.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | +12.5% | +12.9% | -0.4% | +10.8% |
| 3M | +3.9% | +16.0% | -12.1% | +1.7% |
| 6M | +25.4% | +16.6% | +8.8% | +22.1% |
| YTD | +15.7% | +9.7% | +6.0% | +12.7% |
| 1Y | +15.2% | +1.5% | +13.7% | +12.6% |
| 3Y | +0.3% | -21.4% | +21.7% | -1.9% |
| All | -15.3% | -67.6% | +52.4% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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