+112.4%
MS vs ZBH
-19.6%
+132.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | -1.6% | +11.7% | -13.3% | -4.8% |
| 30D | -3.8% | +19.3% | -23.1% | -8.9% |
| 3M | -14.6% | +8.9% | -23.5% | -17.0% |
| 6M | -5.1% | +28.2% | -33.2% | -13.2% |
| YTD | +4.5% | +18.4% | -13.8% | -2.3% |
| 1Y | +13.5% | +20.6% | -7.0% | +5.3% |
| 3Y | +160.4% | -0.6% | +161.0% | +151.9% |
| All | +112.4% | -19.6% | +132.0% | +127.0% |
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