-11.4%
MSCI vs ZBH
-30.7%
+19.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.2% | -2.5% |
| 7D | -2.1% | -5.2% | +3.1% | -0.4% |
| 30D | -1.7% | -2.4% | +0.7% | -1.0% |
| 3M | -8.2% | +8.3% | -16.5% | -10.7% |
| 6M | -2.4% | +0.7% | -3.1% | -3.3% |
| YTD | -2.8% | +5.3% | -8.2% | -5.5% |
| 1Y | -2.7% | -9.1% | +6.4% | -0.9% |
| 3Y | +7.3% | -19.7% | +27.0% | +13.4% |
| 5Y | -11.4% | -31.3% | +19.9% | -7.9% |
| All | -11.4% | -30.7% | +19.3% | -7.9% |
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