+34.4%
JD vs ZBH
+17.7%
+16.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | -4.1% | -2.3% | -1.9% | -3.5% |
| 30D | +4.6% | +12.5% | -7.9% | +0.4% |
| 3M | -4.7% | +3.9% | -8.7% | -6.4% |
| 6M | -17.4% | +25.4% | -42.8% | -24.1% |
| YTD | +0.7% | +15.7% | -15.0% | -5.5% |
| 1Y | -5.9% | +15.2% | -21.1% | -11.6% |
| 3Y | +18.9% | +0.3% | +18.5% | +14.7% |
| 5Y | -62.9% | -16.1% | -46.9% | -62.5% |
| All | +34.4% | +17.7% | +16.7% | +4.1% |
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