-14.3%
ZBH vs BIYA
-99.8%
+85.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.1% |
| 7D | -4.7% | -1.8% | -2.9% | -4.7% |
| 30D | -4.5% | -17.5% | +13.0% | -4.8% |
| 3M | +7.6% | -78.0% | +85.6% | +7.5% |
| 6M | +0.3% | -89.5% | +89.8% | +3.1% |
| YTD | +4.5% | -94.3% | +98.8% | +7.5% |
| 1Y | -9.4% | -98.6% | +89.2% | -6.4% |
| All | -14.3% | -99.8% | +85.5% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling