+8.5%
IR vs ZBH
-19.5%
+28.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.5% |
| 7D | +0.6% | -5.2% | +5.8% | +2.2% |
| 30D | -13.6% | -2.4% | -11.2% | -13.0% |
| 3M | +3.7% | +8.3% | -4.6% | +1.2% |
| 6M | -13.1% | +0.7% | -13.7% | -13.5% |
| YTD | -5.1% | +5.3% | -10.5% | -6.8% |
| 1Y | -6.5% | -9.1% | +2.6% | -5.2% |
| 3Y | +8.5% | -19.7% | +28.2% | +11.2% |
| All | +8.5% | -19.5% | +28.0% | +11.2% |
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