+15.3%
O vs ZBH
-31.0%
+46.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.3% | -4.9% | +2.7% | -1.2% |
| 30D | -2.4% | -3.2% | +0.8% | -1.8% |
| 3M | -0.6% | +5.8% | -6.4% | -2.1% |
| 6M | -5.0% | +2.0% | -7.0% | -5.9% |
| YTD | +10.4% | +5.8% | +4.6% | +8.2% |
| 1Y | +6.6% | -7.9% | +14.5% | +7.4% |
| 3Y | +28.4% | -19.4% | +47.8% | +32.9% |
| 5Y | +15.3% | -29.5% | +44.8% | +20.9% |
| All | +15.3% | -31.0% | +46.2% | +20.9% |
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 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