+105.4%
EXE vs ZBH
-31.2%
+136.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | -2.2% | -6.6% | +4.3% | -0.9% |
| 30D | -0.8% | -4.9% | +4.1% | +0.1% |
| 3M | +10.0% | +5.1% | +4.9% | +8.4% |
| 6M | -6.3% | +1.3% | -7.7% | -7.3% |
| YTD | -10.7% | +3.4% | -14.0% | -12.2% |
| 1Y | +2.7% | -8.7% | +11.4% | +3.6% |
| 3Y | +19.1% | -21.2% | +40.3% | +24.7% |
| 5Y | +105.4% | -29.2% | +134.6% | +123.0% |
| All | +105.4% | -31.2% | +136.6% | +123.0% |
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