+11.7%
BABA vs ZBH
+17.7%
-6.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -13.8% | -2.3% | -11.5% | -13.1% |
| 30D | -15.1% | +12.5% | -27.6% | -18.4% |
| 3M | -22.7% | +3.9% | -26.7% | -24.0% |
| 6M | -34.7% | +25.4% | -60.1% | -39.9% |
| YTD | -35.0% | +15.7% | -50.7% | -39.0% |
| 1Y | -40.4% | +15.2% | -55.6% | -44.1% |
| 3Y | +21.9% | +0.3% | +21.6% | +17.1% |
| 5Y | -39.9% | -16.1% | -23.8% | -39.0% |
| All | +11.7% | +17.7% | -6.0% | -7.7% |
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