+45.7%
EXC vs ZBH
-31.0%
+76.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +0.3% | -4.9% | +5.2% | +1.4% |
| 30D | -0.9% | -3.2% | +2.4% | -0.2% |
| 3M | -2.7% | +5.8% | -8.5% | -4.1% |
| 6M | -9.4% | +2.0% | -11.4% | -10.2% |
| YTD | +3.0% | +5.8% | -2.7% | +1.0% |
| 1Y | +5.1% | -7.9% | +13.1% | +6.0% |
| 3Y | +20.6% | -19.4% | +40.0% | +24.9% |
| 5Y | +45.7% | -29.5% | +75.2% | +50.7% |
| All | +45.7% | -31.0% | +76.7% | +50.7% |
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