+16.1%
JPM vs ZBH
+11.3%
+4.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.5% | -9.3% | +2.2% |
| 7D | +3.8% | +14.3% | -10.5% | +1.7% |
| 30D | +6.5% | +20.3% | -13.8% | +3.8% |
| 3M | -1.0% | +15.3% | -16.3% | -3.1% |
| 6M | +15.5% | +33.9% | -18.4% | +10.5% |
| YTD | +11.4% | +23.5% | -12.1% | +7.7% |
| 1Y | +16.1% | +7.9% | +8.2% | +12.4% |
| All | +16.1% | +11.3% | +4.7% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling