-41.2%
INTU vs ZBH
-13.2%
-28.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.9% | -2.4% | -1.5% | -3.1% |
| 30D | +12.0% | +16.6% | -4.6% | +5.5% |
| 3M | +2.3% | +10.8% | -8.5% | -1.8% |
| 6M | -12.1% | +35.8% | -47.8% | -21.4% |
| YTD | -47.5% | +20.5% | -68.0% | -51.7% |
| 1Y | -46.9% | +22.7% | -69.6% | -51.5% |
| 3Y | -33.5% | +4.9% | -38.4% | -38.8% |
| 5Y | -41.2% | -12.8% | -28.4% | -40.4% |
| All | -41.2% | -13.2% | -28.0% | -40.4% |
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 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