-20.4%
ZBH vs BTSG
+416.6%
-437.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -4.9% | +2.9% | -7.8% | -5.0% |
| 30D | -3.2% | +0.9% | -4.1% | -3.3% |
| 3M | +5.8% | +1.6% | +4.2% | +5.5% |
| 6M | +2.0% | +46.8% | -44.8% | -0.3% |
| YTD | +5.8% | +65.5% | -59.7% | +2.8% |
| 1Y | -7.9% | +136.2% | -144.2% | -12.1% |
| All | -20.4% | +416.6% | -437.0% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling