-6.3%
JD vs ZBH
-19.5%
+13.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.9% | -1.2% |
| 7D | -0.8% | -5.2% | +4.4% | +0.4% |
| 30D | -16.0% | -2.4% | -13.6% | -15.6% |
| 3M | -3.2% | +8.3% | -11.4% | -5.2% |
| 6M | +6.1% | +0.7% | +5.4% | +5.3% |
| YTD | -0.1% | +5.3% | -5.5% | -2.0% |
| 1Y | -12.7% | -9.1% | -3.7% | -11.6% |
| 3Y | -6.3% | -19.7% | +13.4% | -1.9% |
| All | -6.3% | -19.5% | +13.2% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling