+337.2%
IR vs ZBH
-3.6%
+340.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.5% |
| 7D | +4.3% | -2.1% | +6.4% | +5.3% |
| 30D | +8.1% | +13.6% | -5.5% | +1.0% |
| 3M | +0.7% | +7.1% | -6.4% | -3.6% |
| 6M | +16.6% | +26.1% | -9.5% | +2.8% |
| YTD | +7.8% | +17.2% | -9.4% | -2.1% |
| 1Y | +9.9% | +17.4% | -7.5% | -0.3% |
| 3Y | +25.2% | +2.0% | +23.2% | +16.9% |
| 5Y | +46.8% | -15.0% | +61.7% | +48.6% |
| All | +337.2% | -3.6% | +340.8% | +281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling