+16.7%
BABA vs ZBH
-18.8%
+35.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.7% |
| 7D | -0.2% | -5.2% | +5.0% | +1.5% |
| 30D | -12.3% | -2.4% | -9.9% | -11.7% |
| 3M | -5.3% | +8.3% | -13.6% | -8.3% |
| 6M | -13.1% | +0.7% | -13.7% | -14.2% |
| YTD | -22.4% | +5.3% | -27.8% | -24.7% |
| 1Y | -19.5% | -9.1% | -10.4% | -18.5% |
| 3Y | +32.9% | -19.7% | +52.6% | +38.3% |
| 5Y | -29.9% | -31.3% | +1.4% | -24.3% |
| 10Y | +16.7% | -18.9% | +35.7% | +13.3% |
| All | +16.7% | -18.8% | +35.5% | +13.3% |
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