+154.0%
NEM vs ZBH
-31.2%
+185.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | -3.3% | -6.6% | +3.3% | -2.3% |
| 30D | +7.8% | -4.9% | +12.8% | +8.7% |
| 3M | +36.3% | +5.1% | +31.1% | +34.8% |
| 6M | +6.6% | +1.3% | +5.2% | +6.0% |
| YTD | +27.1% | +3.4% | +23.8% | +26.1% |
| 1Y | +62.3% | -8.7% | +71.0% | +63.4% |
| 3Y | +245.1% | -21.2% | +266.3% | +255.8% |
| 5Y | +154.0% | -29.2% | +183.2% | +163.6% |
| All | +154.0% | -31.2% | +185.2% | +163.6% |
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