+20.6%
ABNB vs ZBH
-30.8%
+51.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.1% | -2.5% |
| 7D | -4.4% | -5.2% | +0.8% | -2.2% |
| 30D | -2.0% | -2.4% | +0.4% | -0.9% |
| 3M | +29.8% | +8.3% | +21.6% | +25.4% |
| 6M | +31.0% | +0.7% | +30.4% | +29.7% |
| YTD | +28.6% | +5.3% | +23.3% | +24.5% |
| 1Y | +40.1% | -9.1% | +49.1% | +43.1% |
| 3Y | +19.7% | -19.7% | +39.4% | +27.5% |
| 5Y | +6.5% | -31.3% | +37.8% | +14.0% |
| All | +20.6% | -30.8% | +51.4% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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