+13.8%
MSCI vs ZBH
+18.8%
-5.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.0% |
| 7D | -0.7% | -2.1% | +1.5% | -0.2% |
| 30D | +16.2% | +13.6% | +2.6% | +13.7% |
| 3M | +16.1% | +7.1% | +9.0% | +14.4% |
| 6M | +12.9% | +26.1% | -13.2% | +10.3% |
| YTD | +14.8% | +17.2% | -2.4% | +12.6% |
| 1Y | +13.8% | +17.4% | -3.6% | +11.4% |
| All | +13.8% | +18.8% | -5.0% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling