-4.9%
LYB vs ZBH
-28.6%
+23.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.3% |
| 7D | +0.3% | -4.7% | +4.9% | +1.8% |
| 30D | +2.5% | -4.5% | +7.0% | +3.9% |
| 3M | +1.4% | +7.6% | -6.2% | -1.9% |
| 6M | -3.5% | +0.3% | -3.8% | -5.0% |
| YTD | +52.0% | +4.5% | +47.5% | +46.5% |
| 1Y | +22.1% | -9.4% | +31.4% | +24.0% |
| 3Y | -22.8% | -21.5% | -1.3% | -18.0% |
| All | -4.9% | -28.6% | +23.7% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling