-10.4%
DOW vs ZBH
-18.0%
+7.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.4% | +2.3% |
| 7D | -2.9% | -5.2% | +2.3% | -0.4% |
| 30D | +2.0% | -2.4% | +4.4% | +3.0% |
| 3M | -12.5% | +8.3% | -20.8% | -16.7% |
| 6M | -9.2% | +0.7% | -9.9% | -11.3% |
| YTD | +30.8% | +5.3% | +25.4% | +24.2% |
| 1Y | +29.4% | -9.1% | +38.5% | +31.4% |
| 3Y | -34.6% | -19.7% | -14.9% | -30.0% |
| 5Y | -35.9% | -31.3% | -4.7% | -27.1% |
| All | -10.4% | -18.0% | +7.6% | -1.8% |
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