+26.9%
ZBH vs BR
+1,281.7%
-1,254.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -4.9% | -5.0% | +0.1% | -2.9% |
| 30D | -3.2% | -2.5% | -0.8% | -2.3% |
| 3M | +5.8% | +13.5% | -7.7% | 0.0% |
| 6M | +2.0% | -9.4% | +11.4% | +5.3% |
| YTD | +5.8% | -23.3% | +29.1% | +16.5% |
| 1Y | -7.9% | -31.6% | +23.7% | +6.6% |
| 3Y | -19.4% | -5.1% | -14.3% | -20.0% |
| 5Y | -29.5% | +8.2% | -37.7% | -34.9% |
| 10Y | -15.5% | +189.8% | -205.4% | -49.4% |
| All | +26.9% | +1,281.7% | -1,254.8% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling