+426.7%
DIS vs ZBH
+287.8%
+138.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.4% |
| 7D | -2.6% | -2.8% | +0.2% | -1.5% |
| 30D | +3.5% | -0.1% | +3.6% | +3.5% |
| 3M | +6.8% | +13.4% | -6.6% | +1.3% |
| 6M | +3.0% | +3.0% | 0.0% | +0.9% |
| YTD | -6.7% | +9.7% | -16.4% | -11.0% |
| 1Y | -10.1% | -5.4% | -4.7% | -9.9% |
| 3Y | +33.0% | -15.6% | +48.6% | +36.3% |
| 5Y | -40.0% | -28.1% | -11.9% | -35.0% |
| 10Y | +21.1% | -15.2% | +36.3% | +16.6% |
| All | +426.7% | +287.8% | +138.9% | +167.3% |
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