+1,065.2%
NRG vs ZBH
-16.2%
+1,081.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -4.7% | -4.7% | 0.0% | -3.1% |
| 30D | -6.0% | -4.5% | -1.5% | -4.5% |
| 3M | -8.0% | +7.6% | -15.5% | -10.8% |
| 6M | -23.2% | +0.3% | -23.4% | -23.8% |
| YTD | -28.1% | +4.5% | -32.6% | -29.9% |
| 1Y | -27.3% | -9.4% | -17.9% | -26.1% |
| 3Y | +208.7% | -21.5% | +230.1% | +223.4% |
| 5Y | +197.7% | -28.4% | +226.1% | +219.7% |
| All | +1,065.2% | -16.2% | +1,081.3% | +941.5% |
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