+844.5%
EIX vs ZBH
+272.6%
+571.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.9% | +8.4% | +5.6% |
| 7D | +0.9% | -5.2% | +6.1% | +2.4% |
| 30D | -13.5% | -2.4% | -11.1% | -13.0% |
| 3M | -15.3% | +8.3% | -23.5% | -17.5% |
| 6M | -15.3% | +0.7% | -16.0% | -16.2% |
| YTD | +2.7% | +5.3% | -2.6% | +0.3% |
| 1Y | +17.4% | -9.1% | +26.5% | +18.9% |
| 3Y | -1.3% | -19.7% | +18.4% | +2.5% |
| 5Y | +27.2% | -31.3% | +58.5% | +36.1% |
| 10Y | +22.7% | -18.9% | +41.7% | +19.8% |
| All | +844.5% | +272.6% | +571.9% | +428.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling