+90.2%
EMR vs ZBH
-16.1%
+106.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +2.8% | -2.3% | +5.1% | +3.6% |
| 30D | +3.7% | +12.5% | -8.8% | -0.5% |
| 3M | +2.0% | +3.9% | -1.9% | +0.3% |
| 6M | +22.1% | +25.4% | -3.3% | +11.9% |
| YTD | +27.2% | +15.7% | +11.5% | +19.6% |
| 1Y | +32.0% | +15.2% | +16.8% | +24.2% |
| 3Y | +103.3% | +0.3% | +102.9% | +96.0% |
| All | +90.2% | -16.1% | +106.4% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling