+266.5%
ZBH vs BRKR
+325.8%
-59.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -4.7% | -8.7% | +4.0% | -3.4% |
| 30D | -4.5% | -9.9% | +5.4% | -3.1% |
| 3M | +7.6% | -3.1% | +10.7% | +7.1% |
| 6M | +0.3% | +45.5% | -45.2% | -6.9% |
| YTD | +4.5% | +13.7% | -9.2% | +0.5% |
| 1Y | -9.4% | +67.4% | -76.8% | -18.3% |
| 3Y | -21.5% | -13.2% | -8.3% | -23.7% |
| 5Y | -28.4% | -39.5% | +11.1% | -27.3% |
| 10Y | -16.5% | +153.5% | -170.0% | -31.4% |
| All | +266.5% | +325.8% | -59.3% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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