+32.0%
COP vs ZBH
+1.0%
+31.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.8% |
| 7D | +3.4% | -2.1% | +5.5% | +3.5% |
| 30D | -0.6% | +13.6% | -14.1% | -1.8% |
| 3M | +10.8% | +7.1% | +3.7% | +10.0% |
| 6M | +19.6% | +26.1% | -6.5% | +16.2% |
| YTD | +52.9% | +17.2% | +35.7% | +49.5% |
| 1Y | +62.2% | +17.4% | +44.8% | +58.4% |
| All | +32.0% | +1.0% | +31.0% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling