-52.4%
C vs ZBH
+325.5%
-377.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.8% |
| 7D | -0.4% | +10.6% | -10.9% | -6.6% |
| 30D | -5.2% | +20.4% | -25.6% | -15.7% |
| 3M | -9.1% | +10.0% | -19.1% | -15.2% |
| 6M | -1.6% | +31.0% | -32.6% | -18.2% |
| YTD | +6.9% | +20.3% | -13.4% | -7.5% |
| 1Y | +23.0% | +22.2% | +0.7% | +5.1% |
| 3Y | +216.1% | +4.7% | +211.4% | +181.6% |
| 5Y | +112.2% | -13.7% | +125.9% | +107.4% |
| 10Y | +208.8% | +19.3% | +189.5% | +132.1% |
| All | -52.4% | +325.5% | -377.9% | -82.3% |
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 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