+59.3%
ENB vs ZBH
-16.1%
+75.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +3.1% | -2.3% | +5.4% | +3.5% |
| 30D | +2.1% | +12.5% | -10.3% | 0.0% |
| 3M | -4.4% | +3.9% | -8.4% | -5.3% |
| 6M | -10.1% | +25.4% | -35.5% | -13.8% |
| YTD | +5.2% | +15.7% | -10.5% | +1.7% |
| 1Y | +4.2% | +15.2% | -10.9% | +0.8% |
| 3Y | +70.1% | +0.3% | +69.7% | +66.5% |
| All | +59.3% | -16.1% | +75.4% | +63.0% |
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 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