+575.6%
NUE vs ZBH
-16.2%
+591.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.1% |
| 7D | -0.6% | -4.7% | +4.0% | +1.3% |
| 30D | -4.6% | -4.5% | -0.1% | -2.9% |
| 3M | -0.3% | +7.6% | -7.9% | -3.8% |
| 6M | +51.9% | +0.3% | +51.6% | +49.7% |
| YTD | +60.0% | +4.5% | +55.5% | +54.4% |
| 1Y | +82.9% | -9.4% | +92.3% | +85.7% |
| 3Y | +66.0% | -21.5% | +87.5% | +76.4% |
| 5Y | +149.0% | -28.4% | +177.4% | +171.0% |
| All | +575.6% | -16.2% | +591.8% | +528.6% |
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 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