+553.3%
MS vs ZBH
+318.7%
+234.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.2% |
| 7D | -1.6% | +11.7% | -13.3% | -8.6% |
| 30D | -3.8% | +19.3% | -23.1% | -14.6% |
| 3M | -14.6% | +8.9% | -23.5% | -20.2% |
| 6M | -5.1% | +28.2% | -33.2% | -21.5% |
| YTD | +4.5% | +18.4% | -13.8% | -10.1% |
| 1Y | +13.5% | +20.6% | -7.0% | -3.8% |
| 3Y | +160.4% | -0.6% | +161.0% | +136.3% |
| 5Y | +112.9% | -19.7% | +132.6% | +117.1% |
| 10Y | +633.4% | +14.7% | +618.7% | +420.9% |
| All | +553.3% | +318.7% | +234.6% | +119.1% |
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