+188.3%
ITW vs ZBH
-16.2%
+204.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -0.7% | -4.7% | +3.9% | +1.0% |
| 30D | -8.3% | -4.5% | -3.8% | -6.8% |
| 3M | +6.0% | +7.6% | -1.5% | +2.8% |
| 6M | 0.0% | +0.3% | -0.3% | -1.0% |
| YTD | +10.2% | +4.5% | +5.7% | +7.3% |
| 1Y | +3.2% | -9.4% | +12.6% | +5.2% |
| 3Y | +21.0% | -21.5% | +42.5% | +28.3% |
| 5Y | +37.9% | -28.4% | +66.3% | +48.8% |
| All | +188.3% | -16.2% | +204.5% | +171.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling