-17.4%
ZBH vs BNS
+188.9%
-206.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.8% |
| 7D | -4.7% | -0.4% | -4.3% | -4.5% |
| 30D | -4.5% | +3.5% | -7.9% | -6.5% |
| 3M | +7.6% | +14.1% | -6.5% | -0.4% |
| 6M | +0.3% | +33.8% | -33.5% | -15.2% |
| YTD | +4.5% | +29.5% | -24.9% | -10.2% |
| 1Y | -9.4% | +48.4% | -57.8% | -28.1% |
| 3Y | -21.5% | +129.6% | -151.1% | -52.3% |
| 5Y | -28.4% | +96.1% | -124.5% | -52.8% |
| All | -17.4% | +188.9% | -206.3% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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