+26.5%
ECL vs ZBH
-31.0%
+57.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -2.7% | -4.9% | +2.2% | -1.0% |
| 30D | -4.3% | -3.2% | -1.0% | -3.2% |
| 3M | +3.2% | +5.8% | -2.6% | +0.9% |
| 6M | -2.9% | +2.0% | -4.9% | -4.3% |
| YTD | +4.3% | +5.8% | -1.5% | +1.3% |
| 1Y | +1.6% | -7.9% | +9.6% | +3.1% |
| 3Y | +54.3% | -19.4% | +73.6% | +62.3% |
| 5Y | +26.5% | -29.5% | +56.0% | +33.1% |
| All | +26.5% | -31.0% | +57.4% | +33.1% |
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