-22.4%
ZBH vs BIDU
-34.9%
+12.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.2% |
| 7D | -6.6% | -5.2% | -1.3% | -6.3% |
| 30D | -4.9% | -14.5% | +9.6% | -4.1% |
| 3M | +5.1% | -22.9% | +28.0% | +6.6% |
| 6M | +1.3% | -27.8% | +29.2% | +2.7% |
| YTD | +3.4% | -30.7% | +34.0% | +4.7% |
| 1Y | -8.7% | -15.8% | +7.1% | -9.8% |
| All | -22.4% | -34.9% | +12.6% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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