+54.3%
JD vs ZBH
+10.1%
+44.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.2% |
| 7D | -1.7% | -2.8% | +1.1% | -0.7% |
| 30D | -13.2% | -0.1% | -13.1% | -13.2% |
| 3M | -3.2% | +13.4% | -16.6% | -7.8% |
| 6M | +15.2% | +3.0% | +12.3% | +13.0% |
| YTD | +2.0% | +9.7% | -7.7% | -2.4% |
| 1Y | -5.4% | -5.4% | 0.0% | -5.4% |
| 3Y | -9.1% | -15.6% | +6.5% | -6.6% |
| 5Y | -59.6% | -28.1% | -31.5% | -56.7% |
| 10Y | +26.2% | -15.2% | +41.5% | +20.0% |
| All | +54.3% | +10.1% | +44.2% | +20.7% |
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