+131.6%
C vs ZBH
-30.7%
+162.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.5% |
| 7D | +3.2% | -5.2% | +8.4% | +4.9% |
| 30D | +1.3% | -2.4% | +3.7% | +2.0% |
| 3M | +3.1% | +8.3% | -5.1% | +0.1% |
| 6M | +29.6% | +0.7% | +29.0% | +28.3% |
| YTD | +19.0% | +5.3% | +13.6% | +15.8% |
| 1Y | +45.6% | -9.1% | +54.7% | +47.9% |
| 3Y | +269.3% | -19.7% | +289.0% | +287.8% |
| 5Y | +131.6% | -31.3% | +162.9% | +145.9% |
| All | +131.6% | -30.7% | +162.3% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling