+155.9%
NUE vs ZBH
-28.6%
+184.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.2% |
| 7D | -0.6% | -4.7% | +4.0% | +0.9% |
| 30D | -4.6% | -4.5% | -0.1% | -3.3% |
| 3M | -0.3% | +7.6% | -7.9% | -2.9% |
| 6M | +51.9% | +0.3% | +51.6% | +50.4% |
| YTD | +60.0% | +4.5% | +55.5% | +55.8% |
| 1Y | +82.9% | -9.4% | +92.3% | +85.8% |
| 3Y | +66.0% | -21.5% | +87.5% | +76.8% |
| All | +155.9% | -28.6% | +184.5% | +162.1% |
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