-9.4%
ZBH vs BWA
+55.6%
-65.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +1.0% |
| 7D | -4.7% | -1.3% | -3.4% | -4.6% |
| 30D | -4.5% | -2.9% | -1.6% | -4.3% |
| 3M | +7.6% | -10.7% | +18.3% | +8.8% |
| 6M | +0.3% | +26.5% | -26.2% | -4.6% |
| YTD | +4.5% | +49.1% | -44.6% | -4.2% |
| 1Y | -9.4% | +52.1% | -61.4% | -18.8% |
| All | -9.4% | +55.6% | -65.0% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling