+29.6%
EMB vs ZBH
-16.2%
+45.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -1.2% | -4.7% | +3.5% | -0.6% |
| 30D | -1.3% | -4.5% | +3.2% | -0.7% |
| 3M | -1.8% | +7.6% | -9.4% | -2.9% |
| 6M | +0.2% | +0.3% | -0.1% | -0.2% |
| YTD | +0.4% | +4.5% | -4.2% | -0.7% |
| 1Y | +2.8% | -9.4% | +12.2% | +3.5% |
| 3Y | +29.1% | -21.5% | +50.6% | +31.7% |
| 5Y | +6.3% | -28.4% | +34.7% | +8.6% |
| All | +29.6% | -16.2% | +45.8% | +23.9% |
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 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