-21.5%
ZBH vs BR
-5.3%
-16.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -4.7% | -3.0% | -1.7% | -3.8% |
| 30D | -4.5% | -0.3% | -4.2% | -4.5% |
| 3M | +7.6% | +17.3% | -9.7% | +2.6% |
| 6M | +0.3% | -6.7% | +7.0% | +1.8% |
| YTD | +4.5% | -23.4% | +28.0% | +13.9% |
| 1Y | -9.4% | -32.7% | +23.3% | +3.4% |
| 3Y | -21.5% | -5.9% | -15.6% | -25.9% |
| All | -21.5% | -5.3% | -16.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling