+39.5%
EXC vs ZBH
-15.5%
+55.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.6% |
| 7D | -1.9% | -2.1% | +0.2% | -1.5% |
| 30D | +7.8% | +13.6% | -5.8% | +4.7% |
| 3M | +1.9% | +7.1% | -5.2% | 0.0% |
| 6M | +3.4% | +26.1% | -22.7% | -2.3% |
| YTD | +7.6% | +17.2% | -9.6% | +2.8% |
| 1Y | +2.1% | +17.4% | -15.3% | -2.5% |
| 3Y | +29.6% | +2.0% | +27.6% | +26.6% |
| 5Y | +39.5% | -15.0% | +54.5% | +43.0% |
| All | +39.5% | -15.5% | +55.0% | +43.0% |
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