-36.5%
ELAN vs ZBH
-21.7%
-14.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.8% |
| 7D | -6.4% | -6.6% | +0.2% | -3.1% |
| 30D | +0.6% | -4.9% | +5.5% | +3.2% |
| 3M | 0.0% | +5.1% | -5.2% | -3.0% |
| 6M | -3.4% | +1.3% | -4.8% | -5.2% |
| YTD | +1.0% | +3.4% | -2.3% | -2.0% |
| 1Y | +24.7% | -8.7% | +33.4% | +27.9% |
| 3Y | +97.2% | -21.2% | +118.5% | +114.8% |
| 5Y | -31.5% | -29.2% | -2.3% | -22.5% |
| All | -36.5% | -21.7% | -14.8% | -37.9% |
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