-21.5%
ZBH vs BG
+18.0%
-39.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.4% |
| 7D | -4.7% | +3.1% | -7.8% | -5.2% |
| 30D | -4.5% | +10.2% | -14.7% | -6.1% |
| 3M | +7.6% | -1.7% | +9.2% | +7.6% |
| 6M | +0.3% | +1.0% | -0.7% | -0.5% |
| YTD | +4.5% | +39.9% | -35.4% | -3.4% |
| 1Y | -9.4% | +53.2% | -62.6% | -18.3% |
| 3Y | -21.5% | +16.3% | -37.8% | -25.4% |
| All | -21.5% | +18.0% | -39.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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