+251.1%
OMC vs ZBH
+272.6%
-21.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -0.3% |
| 7D | -5.8% | -5.2% | -0.6% | -3.9% |
| 30D | -4.8% | -2.4% | -2.4% | -4.0% |
| 3M | +9.2% | +8.3% | +1.0% | +5.8% |
| 6M | -2.5% | +0.7% | -3.1% | -3.5% |
| YTD | +2.6% | +5.3% | -2.8% | -0.3% |
| 1Y | +5.9% | -9.1% | +15.0% | +7.9% |
| 3Y | +14.2% | -19.7% | +33.9% | +19.8% |
| 5Y | +33.2% | -31.3% | +64.5% | +46.1% |
| 10Y | +33.4% | -18.9% | +52.3% | +31.1% |
| All | +251.1% | +272.6% | -21.5% | +95.6% |
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 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