+0.3%
ZBH vs BURL
+87.4%
-87.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.0% |
| 7D | -2.3% | -1.6% | -0.7% | -2.1% |
| 30D | +12.5% | -7.7% | +20.2% | +13.0% |
| 3M | +3.9% | -31.7% | +35.6% | +6.3% |
| 6M | +25.4% | -15.2% | +40.6% | +26.6% |
| YTD | +15.7% | -15.9% | +31.6% | +16.8% |
| 1Y | +15.2% | -14.2% | +29.4% | +15.9% |
| 3Y | +0.3% | +93.5% | -93.2% | -2.0% |
| All | +0.3% | +87.4% | -87.1% | -2.0% |
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