+280.4%
EMR vs ZBH
+17.7%
+262.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | +2.8% | -2.3% | +5.1% | +4.0% |
| 30D | +3.7% | +12.5% | -8.8% | -2.5% |
| 3M | +2.0% | +3.9% | -1.9% | -0.7% |
| 6M | +22.1% | +25.4% | -3.3% | +7.5% |
| YTD | +27.2% | +15.7% | +11.5% | +15.8% |
| 1Y | +32.0% | +15.2% | +16.8% | +20.4% |
| 3Y | +103.3% | +0.3% | +102.9% | +91.6% |
| 5Y | +88.2% | -16.1% | +104.3% | +90.5% |
| All | +280.4% | +17.7% | +262.7% | +232.5% |
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