+125.6%
EMB vs ZBH
+79.6%
+46.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -0.9% | -2.3% | +1.4% | -0.7% |
| 30D | +0.4% | +12.5% | -12.1% | -1.1% |
| 3M | -3.1% | +3.9% | -7.0% | -3.7% |
| 6M | -2.1% | +25.4% | -27.5% | -4.8% |
| YTD | -1.1% | +15.7% | -16.8% | -3.2% |
| 1Y | -0.1% | +15.2% | -15.2% | -2.2% |
| 3Y | +29.6% | +0.3% | +29.2% | +27.8% |
| 5Y | +7.2% | -16.1% | +23.2% | +7.2% |
| 10Y | +35.5% | +17.8% | +17.6% | +28.2% |
| All | +125.6% | +79.6% | +46.0% | +96.4% |
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