+67.5%
NDAQ vs ZBH
-15.5%
+83.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.2% |
| 7D | +1.7% | -2.1% | +3.8% | +2.3% |
| 30D | +16.2% | +13.6% | +2.7% | +12.4% |
| 3M | +14.0% | +7.1% | +6.9% | +11.6% |
| 6M | +22.3% | +26.1% | -3.8% | +14.6% |
| YTD | +13.0% | +17.2% | -4.2% | +7.3% |
| 1Y | +24.0% | +17.4% | +6.6% | +17.6% |
| 3Y | +117.1% | +2.0% | +115.0% | +109.3% |
| 5Y | +67.5% | -15.0% | +82.5% | +69.3% |
| All | +67.5% | -15.5% | +83.0% | +69.3% |
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