+47.7%
ZBH vs BURL
+987.9%
-940.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.4% |
| 7D | +9.6% | +3.5% | +6.2% | +9.1% |
| 30D | +19.1% | -9.3% | +28.4% | +21.4% |
| 3M | +9.1% | -32.1% | +41.2% | +17.0% |
| 6M | +29.4% | -19.8% | +49.2% | +33.8% |
| YTD | +19.8% | -13.2% | +33.0% | +21.6% |
| 1Y | +23.4% | -7.8% | +31.2% | +23.2% |
| 3Y | +1.1% | +89.3% | -88.2% | -16.6% |
| 5Y | -18.8% | -15.8% | -3.0% | -22.9% |
| 10Y | +16.1% | +262.2% | -246.1% | -15.6% |
| All | +47.7% | +987.9% | -940.2% | +0.9% |
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