+1,582.2%
JPM vs ZBH
+272.6%
+1,309.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.4% |
| 7D | -0.4% | -5.2% | +4.8% | +2.1% |
| 30D | -1.1% | -2.4% | +1.3% | -0.1% |
| 3M | +14.1% | +8.3% | +5.9% | +9.0% |
| 6M | +23.3% | +0.7% | +22.6% | +21.1% |
| YTD | +11.3% | +5.3% | +5.9% | +6.7% |
| 1Y | +23.0% | -9.1% | +32.1% | +24.8% |
| 3Y | +162.6% | -19.7% | +182.2% | +174.8% |
| 5Y | +152.8% | -31.3% | +184.0% | +179.6% |
| 10Y | +583.6% | -18.9% | +602.6% | +556.4% |
| All | +1,582.2% | +272.6% | +1,309.6% | +702.8% |
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