+18.0%
EIX vs ZBH
-16.2%
+34.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.7% |
| 7D | -1.4% | -4.7% | +3.3% | 0.0% |
| 30D | -19.3% | -4.5% | -14.8% | -18.3% |
| 3M | -21.7% | +7.6% | -29.2% | -23.8% |
| 6M | -19.8% | +0.3% | -20.1% | -20.6% |
| YTD | -3.0% | +4.5% | -7.6% | -5.4% |
| 1Y | +5.1% | -9.4% | +14.5% | +6.6% |
| 3Y | -7.0% | -21.5% | +14.5% | -2.3% |
| 5Y | +22.0% | -28.4% | +50.4% | +29.5% |
| All | +18.0% | -16.2% | +34.2% | +10.4% |
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