+17.9%
ZBH vs BWA
+94.2%
-76.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.3% | +4.3% | -6.5% | -3.5% |
| 30D | +12.5% | -13.0% | +25.5% | +16.9% |
| 3M | +3.9% | -24.8% | +28.7% | +12.4% |
| 6M | +25.4% | -23.5% | +48.9% | +33.5% |
| YTD | +15.7% | +13.8% | +1.9% | +6.5% |
| 1Y | +15.2% | +13.4% | +1.7% | +6.0% |
| 3Y | +0.3% | +62.8% | -62.4% | -20.5% |
| 5Y | -16.1% | +28.5% | -44.5% | -30.1% |
| All | +17.9% | +94.2% | -76.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling