+5.6%
CNC vs ZBH
-28.6%
+34.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.3% |
| 7D | -0.9% | -4.7% | +3.7% | +0.3% |
| 30D | -1.0% | -4.5% | +3.5% | +0.2% |
| 3M | +4.5% | +7.6% | -3.0% | +2.3% |
| 6M | +85.2% | +0.3% | +84.9% | +83.4% |
| YTD | +61.4% | +4.5% | +56.9% | +57.7% |
| 1Y | +94.9% | -9.4% | +104.3% | +97.9% |
| 3Y | 0.0% | -21.5% | +21.5% | +5.0% |
| All | +5.6% | -28.6% | +34.2% | +10.0% |
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