+1,032.5%
NI vs ZBH
+274.1%
+758.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | +1.3% | -4.9% | +6.2% | +2.5% |
| 30D | -0.3% | -3.2% | +3.0% | +0.5% |
| 3M | -9.5% | +5.8% | -15.3% | -11.1% |
| 6M | -10.2% | +2.0% | -12.2% | -11.4% |
| YTD | +1.8% | +5.8% | -4.0% | -0.7% |
| 1Y | +5.7% | -7.9% | +13.6% | +6.4% |
| 3Y | +69.6% | -19.4% | +89.0% | +74.7% |
| 5Y | +95.8% | -29.5% | +125.3% | +105.9% |
| 10Y | +145.1% | -15.5% | +160.6% | +134.8% |
| All | +1,032.5% | +274.1% | +758.3% | +657.3% |
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