+173.2%
ZBH vs BUD
+201.1%
-27.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -0.1% | -5.7% | +5.6% | +2.1% |
| 3M | +13.4% | +3.1% | +10.3% | +12.0% |
| 6M | +3.0% | +7.9% | -4.9% | -0.5% |
| YTD | +9.7% | +27.3% | -17.7% | -0.7% |
| 1Y | -5.4% | +37.8% | -43.2% | -17.1% |
| 3Y | -15.6% | +49.8% | -65.4% | -30.0% |
| 5Y | -28.1% | +43.8% | -72.0% | -40.6% |
| 10Y | -15.2% | -22.6% | +7.4% | -17.4% |
| All | +173.2% | +201.1% | -27.8% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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