+989.8%
EMR vs ZBH
+272.6%
+717.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.3% |
| 7D | +3.1% | -5.2% | +8.3% | +5.4% |
| 30D | -3.5% | -2.4% | -1.1% | -2.6% |
| 3M | +9.8% | +8.3% | +1.5% | +5.4% |
| 6M | +10.8% | +0.7% | +10.1% | +9.2% |
| YTD | +15.9% | +5.3% | +10.6% | +11.8% |
| 1Y | +16.4% | -9.1% | +25.5% | +19.0% |
| 3Y | +62.1% | -19.7% | +81.8% | +71.3% |
| 5Y | +62.9% | -31.3% | +94.2% | +80.5% |
| 10Y | +267.8% | -18.9% | +286.7% | +264.8% |
| All | +989.8% | +272.6% | +717.2% | +500.1% |
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 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