+526.5%
P vs ZBH
+27.1%
+499.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -4.7% | -2.4% | -2.3% | -3.6% |
| 30D | -31.4% | +16.6% | -48.0% | -35.9% |
| 3M | -2.6% | +10.8% | -13.5% | -7.5% |
| 6M | +21.9% | +35.8% | -13.8% | +4.5% |
| YTD | +58.9% | +20.5% | +38.5% | +42.2% |
| 1Y | +21.7% | +22.7% | -1.0% | +8.0% |
| 3Y | +193.3% | +4.9% | +188.4% | +165.1% |
| 5Y | +275.1% | -12.8% | +287.9% | +266.0% |
| 10Y | +655.3% | +22.7% | +632.6% | +500.6% |
| All | +526.5% | +27.1% | +499.4% | +429.5% |
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 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