+35.2%
ZBH vs BURL
+1,051.1%
-1,015.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.4% |
| 7D | -2.8% | -2.8% | 0.0% | -2.3% |
| 30D | -0.1% | -28.2% | +28.1% | +6.2% |
| 3M | +13.4% | -17.6% | +31.0% | +17.3% |
| 6M | +3.0% | -11.8% | +14.8% | +4.6% |
| YTD | +9.7% | -8.1% | +17.8% | +10.3% |
| 1Y | -5.4% | -12.0% | +6.6% | -4.7% |
| 3Y | -15.6% | +63.3% | -78.9% | -27.9% |
| 5Y | -28.1% | -10.8% | -17.3% | -32.5% |
| 10Y | -15.2% | +215.9% | -231.1% | -37.5% |
| All | +35.2% | +1,051.1% | -1,015.9% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling