+87.8%
NUE vs ZBH
+11.3%
+76.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +13.5% | -15.5% | -2.4% |
| 7D | -1.4% | +14.3% | -15.7% | -1.8% |
| 30D | +6.6% | +20.3% | -13.7% | +5.7% |
| 3M | -2.0% | +15.3% | -17.3% | -2.6% |
| 6M | +19.2% | +33.9% | -14.7% | +18.0% |
| YTD | +65.6% | +23.5% | +42.1% | +63.9% |
| 1Y | +87.8% | +7.9% | +79.9% | +86.9% |
| All | +87.8% | +11.3% | +76.5% | +86.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling