+2,785.5%
MSCI vs ZBH
+85.5%
+2,700.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | +2.7% | +10.6% | -7.9% | -2.3% |
| 30D | +16.2% | +20.4% | -4.2% | +6.2% |
| 3M | +17.1% | +10.0% | +7.0% | +11.2% |
| 6M | +13.0% | +31.0% | -18.0% | -1.9% |
| YTD | +15.8% | +20.3% | -4.5% | +3.5% |
| 1Y | +15.5% | +22.2% | -6.8% | +2.2% |
| 3Y | +32.3% | +4.7% | +27.6% | +20.9% |
| 5Y | +8.2% | -13.7% | +21.9% | +8.2% |
| 10Y | +800.7% | +19.3% | +781.4% | +583.8% |
| All | +2,785.5% | +85.5% | +2,700.0% | +1,498.5% |
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