+365.6%
NDAQ vs ZBH
-17.1%
+382.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -1.7% |
| 7D | -6.8% | -6.6% | -0.2% | -4.9% |
| 30D | -3.2% | -4.9% | +1.8% | -1.8% |
| 3M | +6.5% | +5.1% | +1.4% | +4.7% |
| 6M | +5.7% | +1.3% | +4.4% | +4.6% |
| YTD | -4.6% | +3.4% | -8.0% | -6.5% |
| 1Y | -1.6% | -8.7% | +7.1% | -0.4% |
| 3Y | +86.4% | -21.2% | +107.7% | +94.8% |
| 5Y | +50.3% | -29.2% | +79.5% | +59.9% |
| All | +365.6% | -17.1% | +382.8% | +335.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling