+4,107.7%
NUE vs ZBH
+274.1%
+3,833.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -2.3% | -4.9% | +2.6% | 0.0% |
| 30D | -6.1% | -3.2% | -2.8% | -4.8% |
| 3M | +1.7% | +5.8% | -4.2% | -1.5% |
| 6M | +53.1% | +2.0% | +51.1% | +49.3% |
| YTD | +59.0% | +5.8% | +53.3% | +52.1% |
| 1Y | +85.3% | -7.9% | +93.3% | +86.7% |
| 3Y | +63.2% | -19.4% | +82.6% | +71.0% |
| 5Y | +146.8% | -29.5% | +176.3% | +171.0% |
| 10Y | +584.3% | -15.5% | +599.8% | +550.9% |
| All | +4,107.7% | +274.1% | +3,833.5% | +2,118.9% |
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 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