+61.7%
ZBH vs BTG
+385.9%
-324.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.4% |
| 7D | -4.9% | +2.4% | -7.3% | -5.0% |
| 30D | -3.2% | +9.5% | -12.7% | -3.6% |
| 3M | +5.8% | +38.5% | -32.7% | +4.4% |
| 6M | +2.0% | +5.6% | -3.7% | +1.4% |
| YTD | +5.8% | +23.9% | -18.1% | +4.4% |
| 1Y | -7.9% | +32.1% | -40.1% | -9.5% |
| 3Y | -19.4% | +103.2% | -122.6% | -22.4% |
| 5Y | -29.5% | +79.7% | -109.2% | -32.1% |
| 10Y | -15.5% | +159.1% | -174.7% | -20.0% |
| All | +61.7% | +385.9% | -324.2% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling