+2,353.8%
ELV vs ZBH
+271.6%
+2,082.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -2.2% | -4.9% | +2.7% | -0.3% |
| 30D | -0.2% | -3.2% | +3.0% | +1.0% |
| 3M | -6.1% | +5.8% | -11.9% | -8.7% |
| 6M | +42.8% | +2.0% | +40.9% | +39.9% |
| YTD | +14.4% | +5.8% | +8.6% | +10.4% |
| 1Y | +28.6% | -7.9% | +36.5% | +30.0% |
| 3Y | -7.4% | -19.4% | +12.0% | -3.4% |
| 5Y | +14.5% | -29.5% | +44.0% | +23.1% |
| 10Y | +257.4% | -15.5% | +273.0% | +238.9% |
| All | +2,353.8% | +271.6% | +2,082.2% | +1,095.2% |
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