+1,354.7%
ITW vs ZBH
+274.1%
+1,080.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.9% |
| 7D | -1.9% | -4.9% | +3.0% | 0.0% |
| 30D | -10.4% | -3.2% | -7.1% | -9.3% |
| 3M | +3.5% | +5.8% | -2.3% | +0.9% |
| 6M | -3.4% | +2.0% | -5.3% | -5.0% |
| YTD | +8.5% | +5.8% | +2.7% | +5.0% |
| 1Y | +3.2% | -7.9% | +11.2% | +4.6% |
| 3Y | +18.9% | -19.4% | +38.3% | +24.7% |
| 5Y | +35.0% | -29.5% | +64.5% | +46.7% |
| 10Y | +188.6% | -15.5% | +204.2% | +176.3% |
| All | +1,354.7% | +274.1% | +1,080.6% | +670.8% |
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