+37.2%
DIS vs ZBH
-0.3%
+37.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +1.9% | -2.3% | +4.2% | +2.4% |
| 30D | +9.2% | +12.5% | -3.3% | +6.4% |
| 3M | +13.5% | +3.9% | +9.6% | +12.3% |
| 6M | +14.3% | +25.4% | -11.1% | +8.8% |
| YTD | +5.4% | +15.7% | -10.3% | +1.6% |
| 1Y | +12.2% | +15.2% | -3.0% | +8.1% |
| 3Y | +37.2% | +0.3% | +36.9% | +15.4% |
| All | +37.2% | -0.3% | +37.5% | +15.4% |
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