-22.2%
ZBH vs BTSG
+382.3%
-404.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.6% | +4.3% | -2.0% |
| 7D | -6.6% | -5.8% | -0.8% | -6.3% |
| 30D | -4.9% | 0.0% | -4.9% | -4.9% |
| 3M | +5.1% | -4.5% | +9.6% | +5.1% |
| 6M | +1.3% | +40.0% | -38.7% | -0.7% |
| YTD | +3.4% | +54.6% | -51.2% | +0.7% |
| 1Y | -8.7% | +106.1% | -114.8% | -12.2% |
| All | -22.2% | +382.3% | -404.5% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling