+291.1%
P vs ZBH
-30.7%
+321.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.6% | +2.3% |
| 7D | +7.8% | -5.2% | +13.1% | +8.8% |
| 30D | +12.3% | -2.4% | +14.7% | +12.8% |
| 3M | +37.1% | +8.3% | +28.9% | +34.2% |
| 6M | +66.1% | +0.7% | +65.4% | +65.1% |
| YTD | +50.9% | +5.3% | +45.6% | +48.1% |
| 1Y | +27.2% | -9.1% | +36.3% | +28.9% |
| 3Y | +158.7% | -19.7% | +178.4% | +168.4% |
| 5Y | +291.1% | -31.3% | +322.4% | +313.5% |
| All | +291.1% | -30.7% | +321.8% | +313.5% |
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