+28.2%
BABA vs ZBH
+6.5%
+21.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.6% |
| 7D | -4.8% | -2.8% | -1.9% | -3.8% |
| 30D | -11.9% | -0.1% | -11.8% | -12.0% |
| 3M | -9.3% | +13.4% | -22.7% | -13.7% |
| 6M | -14.2% | +3.0% | -17.2% | -16.0% |
| YTD | -22.0% | +9.7% | -31.7% | -25.5% |
| 1Y | -12.7% | -5.4% | -7.3% | -12.8% |
| 3Y | +26.7% | -15.6% | +42.2% | +29.6% |
| 5Y | -29.3% | -28.1% | -1.2% | -24.3% |
| 10Y | +21.2% | -15.2% | +36.5% | +14.2% |
| All | +28.2% | +6.5% | +21.6% | +1.6% |
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 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