+81.9%
META vs ZBH
-19.6%
+101.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -0.8% | +11.7% | -12.5% | -4.1% |
| 30D | -15.4% | +19.3% | -34.7% | -20.0% |
| 3M | +3.5% | +8.9% | -5.4% | +0.5% |
| 6M | -0.3% | +28.2% | -28.4% | -8.5% |
| YTD | -7.3% | +18.4% | -25.7% | -13.2% |
| 1Y | -1.1% | +20.6% | -21.7% | -8.0% |
| 3Y | +95.1% | -0.6% | +95.7% | +84.5% |
| All | +81.9% | -19.6% | +101.5% | +87.3% |
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