+15.8%
BABA vs ZBH
+16.4%
-0.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.5% |
| 7D | +3.8% | +11.3% | -7.5% | +0.1% |
| 30D | -5.4% | +21.5% | -26.9% | -11.3% |
| 3M | -17.9% | +12.5% | -30.4% | -21.3% |
| 6M | -24.1% | +32.3% | -56.3% | -31.4% |
| YTD | -27.4% | +21.4% | -48.9% | -32.9% |
| 1Y | -36.1% | +23.7% | -59.8% | -41.4% |
| 3Y | +35.4% | +7.0% | +28.3% | +27.2% |
| 5Y | -30.1% | -13.2% | -16.9% | -29.9% |
| 10Y | +15.8% | +19.3% | -3.5% | -5.6% |
| All | +15.8% | +16.4% | -0.5% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling