+37.3%
ZBH vs BIDU
+1,294.4%
-1,257.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -4.9% | -2.4% | -2.5% | -4.6% |
| 30D | -3.2% | -16.0% | +12.7% | -1.2% |
| 3M | +5.8% | -24.0% | +29.8% | +9.3% |
| 6M | +2.0% | -24.9% | +26.8% | +4.9% |
| YTD | +5.8% | -29.6% | +35.3% | +9.3% |
| 1Y | -7.9% | -15.2% | +7.2% | -7.9% |
| 3Y | -19.4% | -32.2% | +12.8% | -18.5% |
| 5Y | -29.5% | -43.8% | +14.3% | -30.1% |
| 10Y | -15.5% | -49.5% | +33.9% | -19.6% |
| All | +37.3% | +1,294.4% | -1,257.0% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling