+112.4%
C vs ZBH
-14.9%
+127.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.7% |
| 7D | -0.9% | +11.3% | -12.2% | -4.2% |
| 30D | -5.4% | +21.5% | -26.9% | -11.0% |
| 3M | -9.2% | +12.5% | -21.7% | -12.7% |
| 6M | -1.8% | +32.3% | -34.1% | -10.9% |
| YTD | +6.7% | +21.4% | -14.8% | -0.9% |
| 1Y | +23.5% | +23.7% | -0.2% | +13.9% |
| 3Y | +219.8% | +7.0% | +212.7% | +199.9% |
| 5Y | +112.4% | -13.2% | +125.6% | +111.4% |
| All | +112.4% | -14.9% | +127.3% | +111.4% |
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