+2,281.8%
NDAQ vs ZBH
+208.9%
+2,072.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -0.5% |
| 7D | -2.6% | -5.2% | +2.6% | -0.7% |
| 30D | +0.5% | -2.4% | +2.9% | +1.3% |
| 3M | +9.9% | +8.3% | +1.7% | +6.4% |
| 6M | +8.2% | +0.7% | +7.5% | +6.9% |
| YTD | -1.5% | +5.3% | -6.8% | -4.5% |
| 1Y | +1.3% | -9.1% | +10.4% | +2.8% |
| 3Y | +92.6% | -19.7% | +112.3% | +100.5% |
| 5Y | +53.8% | -31.3% | +85.1% | +66.9% |
| 10Y | +376.0% | -18.9% | +394.9% | +351.9% |
| All | +2,281.8% | +208.9% | +2,072.9% | +1,385.3% |
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 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