+632.8%
LYB vs ZBH
+78.4%
+554.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.6% |
| 7D | +0.3% | -4.7% | +4.9% | +2.7% |
| 30D | +2.5% | -4.5% | +7.0% | +4.7% |
| 3M | +1.4% | +7.6% | -6.2% | -3.7% |
| 6M | -3.5% | +0.3% | -3.8% | -6.2% |
| YTD | +52.0% | +4.5% | +47.5% | +43.8% |
| 1Y | +22.1% | -9.4% | +31.4% | +23.9% |
| 3Y | -22.8% | -21.5% | -1.3% | -16.6% |
| 5Y | -3.4% | -28.4% | +25.0% | +6.8% |
| 10Y | +47.4% | -16.5% | +63.9% | +40.6% |
| All | +632.8% | +78.4% | +554.4% | +314.7% |
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