+590.9%
JPM vs ZBH
-16.2%
+607.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.3% |
| 7D | -0.7% | -4.7% | +4.0% | +1.2% |
| 30D | -2.5% | -4.5% | +2.0% | -0.8% |
| 3M | +14.1% | +7.6% | +6.6% | +10.0% |
| 6M | +25.1% | +0.3% | +24.8% | +23.4% |
| YTD | +12.1% | +4.5% | +7.6% | +8.5% |
| 1Y | +18.8% | -9.4% | +28.2% | +20.7% |
| 3Y | +163.4% | -21.5% | +184.9% | +178.7% |
| 5Y | +156.5% | -28.4% | +184.9% | +177.5% |
| All | +590.9% | -16.2% | +607.0% | +558.9% |
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 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