-28.7%
ZBH vs BTG
+78.0%
-106.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -4.7% | -3.8% | -0.9% | -4.4% |
| 30D | -4.5% | +3.6% | -8.1% | -4.9% |
| 3M | +7.6% | +32.0% | -24.4% | +4.6% |
| 6M | +0.3% | +3.4% | -3.1% | -0.7% |
| YTD | +4.5% | +20.8% | -16.3% | +1.4% |
| 1Y | -9.4% | +22.4% | -31.8% | -12.8% |
| 3Y | -21.5% | +91.7% | -113.2% | -29.8% |
| All | -28.7% | +78.0% | -106.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling