+19.3%
ECL vs ZBH
+16.6%
+2.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | +2.9% | -2.3% | +5.1% | +3.5% |
| 30D | +7.5% | +12.5% | -5.0% | +3.8% |
| 3M | +12.2% | +3.9% | +8.3% | +10.7% |
| 6M | +24.6% | +25.4% | -0.9% | +16.1% |
| YTD | +18.8% | +15.7% | +3.1% | +12.2% |
| 1Y | +19.3% | +15.2% | +4.2% | +12.8% |
| All | +19.3% | +16.6% | +2.8% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling