+37.3%
IR vs ZBH
-31.0%
+68.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.2% |
| 7D | -1.9% | -4.9% | +3.0% | 0.0% |
| 30D | -15.0% | -3.2% | -11.8% | -14.0% |
| 3M | -0.4% | +5.8% | -6.3% | -2.8% |
| 6M | -15.0% | +2.0% | -17.0% | -16.1% |
| YTD | -7.1% | +5.8% | -12.8% | -9.7% |
| 1Y | -7.5% | -7.9% | +0.4% | -6.0% |
| 3Y | +6.3% | -19.4% | +25.7% | +12.2% |
| 5Y | +37.3% | -29.5% | +66.8% | +40.7% |
| All | +37.3% | -31.0% | +68.3% | +40.7% |
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