-29.5%
ZBH vs BN
+33.2%
-62.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | -4.9% | -3.0% | -1.9% | -4.1% |
| 30D | -3.2% | -13.0% | +9.8% | +0.7% |
| 3M | +5.8% | -15.2% | +21.1% | +10.9% |
| 6M | +2.0% | -5.9% | +7.9% | +3.3% |
| YTD | +5.8% | -15.8% | +21.6% | +10.3% |
| 1Y | -7.9% | -12.2% | +4.2% | -5.5% |
| 3Y | -19.4% | +72.2% | -91.6% | -36.4% |
| 5Y | -29.5% | +33.2% | -62.7% | -39.0% |
| All | -29.5% | +33.2% | -62.7% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling