+522.7%
D vs ZBH
+287.8%
+234.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | +1.5% | -2.8% | +4.3% | +2.1% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | 0.0% | +13.4% | -13.4% | -2.9% |
| 6M | +7.4% | +3.0% | +4.4% | +6.1% |
| YTD | +15.9% | +9.7% | +6.2% | +12.8% |
| 1Y | +18.1% | -5.4% | +23.5% | +18.2% |
| 3Y | +58.4% | -15.6% | +74.0% | +61.2% |
| 5Y | +5.2% | -28.1% | +33.3% | +9.6% |
| 10Y | +35.9% | -15.2% | +51.1% | +31.4% |
| All | +522.7% | +287.8% | +234.8% | +326.3% |
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