-17.4%
ZBH vs BRO
+294.2%
-311.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -4.7% | -7.3% | +2.7% | -1.2% |
| 30D | -4.5% | -6.9% | +2.4% | -1.3% |
| 3M | +7.6% | +10.7% | -3.1% | +2.3% |
| 6M | +0.3% | -2.7% | +3.0% | +0.9% |
| YTD | +4.5% | -16.3% | +20.9% | +12.4% |
| 1Y | -9.4% | -29.1% | +19.7% | +5.1% |
| 3Y | -21.5% | -7.8% | -13.6% | -22.3% |
| 5Y | -28.4% | +18.7% | -47.1% | -40.6% |
| All | -17.4% | +294.2% | -311.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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