+4.7%
ZBH vs BURL
+94.5%
-89.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.8% |
| 7D | +10.6% | +5.9% | +4.7% | +10.2% |
| 30D | +20.4% | -8.3% | +28.7% | +20.8% |
| 3M | +10.0% | -31.6% | +41.7% | +12.4% |
| 6M | +31.0% | -16.6% | +47.6% | +32.2% |
| YTD | +20.3% | -12.1% | +32.4% | +21.0% |
| 1Y | +22.2% | -10.0% | +32.2% | +22.5% |
| 3Y | +4.7% | +94.3% | -89.6% | +2.1% |
| All | +4.7% | +94.5% | -89.8% | +2.1% |
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