+870.7%
EIX vs ZBH
+314.6%
+556.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.9% |
| 7D | -1.5% | -2.1% | +0.7% | -0.9% |
| 30D | +8.1% | +13.6% | -5.4% | +4.0% |
| 3M | -12.1% | +7.1% | -19.2% | -14.3% |
| 6M | -13.4% | +26.1% | -39.5% | -19.7% |
| YTD | +5.6% | +17.2% | -11.6% | -0.5% |
| 1Y | +7.8% | +17.4% | -9.5% | +1.5% |
| 3Y | +9.8% | +2.0% | +7.8% | +6.2% |
| 5Y | +18.8% | -15.0% | +33.8% | +19.5% |
| 10Y | +34.4% | +19.4% | +15.1% | +18.2% |
| All | +870.7% | +314.6% | +556.1% | +424.5% |
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