-35.9%
EFX vs ZBH
-31.2%
-4.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.0% |
| 7D | -11.1% | -6.6% | -4.6% | -8.3% |
| 30D | -7.4% | -4.9% | -2.5% | -5.2% |
| 3M | +1.5% | +5.1% | -3.6% | -0.7% |
| 6M | -13.7% | +1.3% | -15.0% | -14.7% |
| YTD | -21.9% | +3.4% | -25.2% | -23.6% |
| 1Y | -30.8% | -8.7% | -22.1% | -29.1% |
| 3Y | -12.4% | -21.2% | +8.8% | -4.6% |
| 5Y | -35.9% | -29.2% | -6.7% | -33.4% |
| All | -35.9% | -31.2% | -4.8% | -33.4% |
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