+1,525.1%
JBL vs ZBH
-16.2%
+1,541.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.6% |
| 7D | +2.4% | -4.7% | +7.1% | +4.4% |
| 30D | -13.1% | -4.5% | -8.6% | -11.7% |
| 3M | -15.6% | +7.6% | -23.2% | -19.5% |
| 6M | +24.6% | +0.3% | +24.3% | +21.7% |
| YTD | +39.6% | +4.5% | +35.1% | +33.0% |
| 1Y | +48.6% | -9.4% | +58.0% | +49.3% |
| 3Y | +197.3% | -21.5% | +218.7% | +211.2% |
| 5Y | +413.0% | -28.4% | +441.4% | +452.7% |
| All | +1,525.1% | -16.2% | +1,541.2% | +1,399.3% |
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