+38.9%
ECL vs ZBH
-16.1%
+55.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | +2.9% | -2.3% | +5.1% | +3.7% |
| 30D | +7.5% | +12.5% | -5.0% | +2.8% |
| 3M | +12.2% | +3.9% | +8.3% | +10.2% |
| 6M | +24.6% | +25.4% | -0.9% | +14.0% |
| YTD | +18.8% | +15.7% | +3.1% | +11.2% |
| 1Y | +19.3% | +15.2% | +4.2% | +11.9% |
| 3Y | +78.2% | +0.3% | +77.9% | +68.8% |
| All | +38.9% | -16.1% | +55.0% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling