+131.7%
EMB vs ZBH
+70.2%
+61.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | 0.0% | -2.8% | +2.8% | +0.3% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | -0.4% | +13.4% | -13.8% | -2.0% |
| 6M | +0.1% | +3.0% | -2.9% | -0.5% |
| YTD | +1.6% | +9.7% | -8.1% | +0.2% |
| 1Y | +5.6% | -5.4% | +11.0% | +5.7% |
| 3Y | +29.8% | -15.6% | +45.4% | +30.8% |
| 5Y | +7.3% | -28.1% | +35.4% | +9.2% |
| 10Y | +30.4% | -15.2% | +45.7% | +27.2% |
| All | +131.7% | +70.2% | +61.5% | +103.3% |
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