+2,294.1%
ENB vs ZBH
+272.6%
+2,021.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.9% |
| 7D | -0.5% | -5.2% | +4.7% | +1.0% |
| 30D | -0.2% | -2.4% | +2.2% | +0.4% |
| 3M | -7.5% | +8.3% | -15.8% | -9.9% |
| 6M | -4.1% | +0.7% | -4.8% | -5.1% |
| YTD | +9.8% | +5.3% | +4.5% | +7.0% |
| 1Y | +8.7% | -9.1% | +17.8% | +9.7% |
| 3Y | +79.0% | -19.7% | +98.7% | +84.2% |
| 5Y | +69.1% | -31.3% | +100.4% | +79.5% |
| 10Y | +96.5% | -18.9% | +115.4% | +91.2% |
| All | +2,294.1% | +272.6% | +2,021.5% | +1,503.5% |
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 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