+56.9%
ON vs ZBH
-31.0%
+87.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | -1.9% | -4.9% | +3.0% | +0.1% |
| 30D | -11.0% | -3.2% | -7.8% | -10.0% |
| 3M | -39.3% | +5.8% | -45.2% | -41.9% |
| 6M | +19.8% | +2.0% | +17.9% | +16.1% |
| YTD | +31.1% | +5.8% | +25.3% | +24.4% |
| 1Y | +46.0% | -7.9% | +53.9% | +46.7% |
| 3Y | -27.5% | -19.4% | -8.1% | -22.6% |
| 5Y | +56.9% | -29.5% | +86.4% | +64.4% |
| All | +56.9% | -31.0% | +87.8% | +64.4% |
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