+86.4%
META vs ZBH
-16.1%
+102.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.3% |
| 7D | +5.2% | -2.3% | +7.4% | +5.9% |
| 30D | -13.0% | +12.5% | -25.5% | -16.2% |
| 3M | +7.9% | +3.9% | +4.0% | +6.2% |
| 6M | +4.2% | +25.4% | -21.2% | -3.7% |
| YTD | -2.5% | +15.7% | -18.2% | -8.2% |
| 1Y | +5.6% | +15.2% | -9.6% | -0.4% |
| 3Y | +96.8% | +0.3% | +96.5% | +83.2% |
| All | +86.4% | -16.1% | +102.5% | +88.3% |
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