+35.9%
EIX vs ZBH
+17.7%
+18.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +1.4% | -2.3% | +3.6% | +2.1% |
| 30D | +8.5% | +12.5% | -3.9% | +4.3% |
| 3M | -13.5% | +3.9% | -17.4% | -15.0% |
| 6M | -12.4% | +25.4% | -37.8% | -19.3% |
| YTD | +5.9% | +15.7% | -9.8% | -0.4% |
| 1Y | +7.6% | +15.2% | -7.6% | +1.2% |
| 3Y | +12.8% | +0.3% | +12.4% | +9.1% |
| 5Y | +19.2% | -16.1% | +35.3% | +20.5% |
| All | +35.9% | +17.7% | +18.2% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling