+222.1%
ZBH vs BNS
+1,463.9%
-1,241.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -4.9% | -1.3% | -3.6% | -4.4% |
| 30D | -3.2% | +4.0% | -7.3% | -5.2% |
| 3M | +5.8% | +13.8% | -8.0% | -0.6% |
| 6M | +2.0% | +32.7% | -30.7% | -10.9% |
| YTD | +5.8% | +27.6% | -21.8% | -6.1% |
| 1Y | -7.9% | +47.4% | -55.3% | -23.6% |
| 3Y | -19.4% | +129.0% | -148.3% | -45.9% |
| 5Y | -29.5% | +92.7% | -122.2% | -49.2% |
| 10Y | -15.5% | +182.1% | -197.6% | -49.7% |
| All | +222.1% | +1,463.9% | -1,241.8% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling