+17.9%
ZBH vs BURL
+232.1%
-214.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.6% |
| 7D | -2.3% | -1.6% | -0.7% | -1.9% |
| 30D | +12.5% | -7.7% | +20.2% | +14.4% |
| 3M | +3.9% | -31.7% | +35.6% | +11.9% |
| 6M | +25.4% | -15.2% | +40.6% | +28.6% |
| YTD | +15.7% | -15.9% | +31.6% | +18.3% |
| 1Y | +15.2% | -14.2% | +29.4% | +16.7% |
| 3Y | +0.3% | +93.5% | -93.2% | -19.7% |
| 5Y | -16.1% | -9.9% | -6.2% | -21.9% |
| All | +17.9% | +232.1% | -214.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling