-15.3%
ZBH vs BWA
+27.4%
-42.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.3% | +4.3% | -6.5% | -3.1% |
| 30D | +12.5% | -13.0% | +25.5% | +15.8% |
| 3M | +3.9% | -24.8% | +28.7% | +10.2% |
| 6M | +25.4% | -23.5% | +48.9% | +31.4% |
| YTD | +15.7% | +13.8% | +1.9% | +7.3% |
| 1Y | +15.2% | +13.4% | +1.7% | +6.8% |
| 3Y | +0.3% | +62.8% | -62.4% | -18.1% |
| All | -15.3% | +27.4% | -42.7% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling