-20.5%
ZBH vs BEN
+53.1%
-73.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -4.9% | +3.4% | -8.3% | -5.6% |
| 30D | -3.2% | +1.8% | -5.0% | -3.6% |
| 3M | +5.8% | +8.4% | -2.5% | +3.7% |
| 6M | +2.0% | +35.6% | -33.7% | -5.9% |
| YTD | +5.8% | +46.4% | -40.6% | -4.5% |
| 1Y | -7.9% | +46.3% | -54.3% | -17.0% |
| All | -20.5% | +53.1% | -73.6% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling