+3,145.6%
COST vs ZBH
+274.1%
+2,871.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -2.8% | -4.9% | +2.1% | -1.7% |
| 30D | -5.3% | -3.2% | -2.0% | -4.5% |
| 3M | -6.7% | +5.8% | -12.5% | -8.1% |
| 6M | -9.9% | +2.0% | -11.9% | -10.8% |
| YTD | +5.1% | +5.8% | -0.7% | +3.1% |
| 1Y | -7.3% | -7.9% | +0.6% | -6.6% |
| 3Y | +70.4% | -19.4% | +89.8% | +74.7% |
| 5Y | +104.4% | -29.5% | +133.9% | +114.1% |
| 10Y | +609.0% | -15.5% | +624.5% | +573.6% |
| All | +3,145.6% | +274.1% | +2,871.5% | +1,736.8% |
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