-0.6%
ZBH vs BURL
+86.7%
-87.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +11.7% | +4.1% | +7.6% | +11.5% |
| 30D | +19.3% | -9.5% | +28.8% | +19.9% |
| 3M | +8.9% | -33.5% | +42.4% | +11.5% |
| 6M | +28.2% | -22.1% | +50.2% | +29.9% |
| YTD | +18.4% | -14.6% | +32.9% | +19.3% |
| 1Y | +20.6% | -8.4% | +28.9% | +20.8% |
| 3Y | -0.6% | +86.6% | -87.2% | -4.1% |
| All | -0.6% | +86.7% | -87.4% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling