+469.1%
P vs ZBH
+24.9%
+444.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.0% |
| 7D | -23.8% | +11.7% | -35.5% | -27.4% |
| 30D | -36.6% | +19.3% | -55.9% | -41.4% |
| 3M | +10.9% | +8.9% | +1.9% | +5.9% |
| 6M | +30.0% | +28.2% | +1.8% | +13.8% |
| YTD | +44.4% | +18.4% | +26.0% | +30.0% |
| 1Y | +3.9% | +20.6% | -16.6% | -7.2% |
| 3Y | +176.6% | -0.6% | +177.2% | +156.5% |
| 5Y | +249.3% | -19.7% | +269.0% | +255.6% |
| 10Y | +726.9% | +14.7% | +712.2% | +569.5% |
| All | +469.1% | +24.9% | +444.3% | +384.0% |
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