+284.4%
ZBH vs BN
+6,060.9%
-5,776.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.8% | -2.5% | -0.3% | -1.9% |
| 30D | -0.1% | -9.5% | +9.4% | +3.6% |
| 3M | +13.4% | -10.4% | +23.8% | +17.9% |
| 6M | +3.0% | -6.4% | +9.3% | +4.8% |
| YTD | +9.7% | -11.9% | +21.5% | +13.7% |
| 1Y | -5.4% | -8.6% | +3.2% | -3.6% |
| 3Y | -15.6% | +77.6% | -93.1% | -35.8% |
| 5Y | -28.1% | +37.0% | -65.2% | -40.9% |
| 10Y | -15.2% | +266.4% | -281.6% | -52.9% |
| All | +284.4% | +6,060.9% | -5,776.5% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling