-25.6%
EFX vs ZBH
-5.6%
-20.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.1% |
| 7D | -8.6% | -2.8% | -5.8% | -7.7% |
| 30D | +0.1% | -0.1% | +0.2% | +0.2% |
| 3M | +3.8% | +13.4% | -9.6% | -0.1% |
| 6M | -13.5% | +3.0% | -16.5% | -15.3% |
| YTD | -17.7% | +9.7% | -27.3% | -20.7% |
| 1Y | -25.6% | -5.4% | -20.2% | -25.8% |
| All | -25.6% | -5.6% | -20.0% | -25.8% |
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