+179.3%
EXE vs ZBH
-36.5%
+215.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.1% |
| 7D | -1.8% | -5.2% | +3.4% | -0.7% |
| 30D | +6.4% | -2.4% | +8.8% | +6.9% |
| 3M | +9.2% | +8.3% | +1.0% | +6.9% |
| 6M | -7.0% | +0.7% | -7.6% | -7.7% |
| YTD | -9.5% | +5.3% | -14.8% | -11.4% |
| 1Y | +6.2% | -9.1% | +15.3% | +7.4% |
| 3Y | +20.7% | -19.7% | +40.4% | +25.7% |
| 5Y | +103.6% | -31.3% | +134.9% | +118.9% |
| All | +179.3% | -36.5% | +215.8% | +200.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling