+2,417.1%
MSCI vs ZBH
+69.0%
+2,348.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +0.4% | -2.8% | +3.2% | +1.8% |
| 30D | +0.6% | -0.1% | +0.6% | +0.5% |
| 3M | -7.1% | +13.4% | -20.5% | -12.9% |
| 6M | +0.8% | +3.0% | -2.1% | -2.0% |
| YTD | +1.0% | +9.7% | -8.7% | -5.2% |
| 1Y | +4.3% | -5.4% | +9.7% | +4.0% |
| 3Y | +9.9% | -15.6% | +25.5% | +12.2% |
| 5Y | -6.8% | -28.1% | +21.4% | +2.0% |
| 10Y | +614.7% | -15.2% | +629.9% | +550.4% |
| All | +2,417.1% | +69.0% | +2,348.1% | +1,364.8% |
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