+273.0%
EMR vs ZBH
-16.2%
+289.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +2.0% |
| 7D | -0.4% | -4.7% | +4.3% | +1.8% |
| 30D | -6.8% | -4.5% | -2.3% | -4.8% |
| 3M | +7.5% | +7.6% | -0.1% | +3.1% |
| 6M | +9.9% | +0.3% | +9.6% | +8.4% |
| YTD | +16.0% | +4.5% | +11.4% | +11.9% |
| 1Y | +12.4% | -9.4% | +21.8% | +15.3% |
| 3Y | +60.2% | -21.5% | +81.7% | +72.4% |
| 5Y | +67.9% | -28.4% | +96.3% | +84.0% |
| All | +273.0% | -16.2% | +289.2% | +246.0% |
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