+1,586.2%
O vs ZBH
+287.8%
+1,298.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.7% | -2.8% | +2.1% | +0.3% |
| 30D | -1.9% | -0.1% | -1.8% | -1.9% |
| 3M | +3.8% | +13.4% | -9.6% | -1.0% |
| 6M | -4.7% | +3.0% | -7.7% | -6.6% |
| YTD | +12.5% | +9.7% | +2.8% | +7.6% |
| 1Y | +10.8% | -5.4% | +16.2% | +10.8% |
| 3Y | +28.8% | -15.6% | +44.4% | +31.8% |
| 5Y | +13.2% | -28.1% | +41.3% | +20.5% |
| 10Y | +53.5% | -15.2% | +68.7% | +45.9% |
| All | +1,586.2% | +287.8% | +1,298.4% | +876.1% |
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 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