+47.6%
F vs ZBH
-18.5%
+66.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.7% |
| 7D | +5.3% | -2.8% | +8.1% | +6.2% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | -3.7% | +13.4% | -17.1% | -7.3% |
| 6M | +16.8% | +3.0% | +13.8% | +15.6% |
| YTD | +15.3% | +9.7% | +5.6% | +11.6% |
| 1Y | +31.0% | -5.4% | +36.4% | +32.3% |
| All | +47.6% | -18.5% | +66.1% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling