+88.5%
ENB vs ZBH
-16.2%
+104.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -4.7% | -4.7% | 0.0% | -3.3% |
| 30D | -5.9% | -4.5% | -1.4% | -4.7% |
| 3M | -14.2% | +7.6% | -21.8% | -16.5% |
| 6M | -8.6% | +0.3% | -8.9% | -9.5% |
| YTD | +3.9% | +4.5% | -0.6% | +1.2% |
| 1Y | +1.8% | -9.4% | +11.2% | +3.0% |
| 3Y | +68.5% | -21.5% | +90.0% | +76.0% |
| 5Y | +62.4% | -28.4% | +90.8% | +71.9% |
| All | +88.5% | -16.2% | +104.7% | +69.3% |
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 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