+285.2%
ZBH vs BG
+1,181.2%
-895.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | -3.2% | +10.3% | -13.6% | -5.5% |
| 3M | +5.8% | -1.9% | +7.7% | +5.8% |
| 6M | +2.0% | +5.2% | -3.3% | 0.0% |
| YTD | +5.8% | +41.2% | -35.4% | -3.1% |
| 1Y | -7.9% | +50.5% | -58.5% | -17.2% |
| 3Y | -19.4% | +19.9% | -39.3% | -24.6% |
| 5Y | -29.5% | +86.7% | -116.2% | -41.6% |
| 10Y | -15.5% | +167.5% | -183.0% | -38.5% |
| All | +285.2% | +1,181.2% | -895.9% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling