+529.5%
PAYX vs ZBH
+265.6%
+263.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.2% |
| 7D | -7.9% | -6.6% | -1.4% | -5.7% |
| 30D | -5.0% | -4.9% | -0.1% | -3.4% |
| 3M | +15.1% | +5.1% | +10.0% | +13.0% |
| 6M | +23.9% | +1.3% | +22.6% | +22.5% |
| YTD | +6.2% | +3.4% | +2.8% | +4.0% |
| 1Y | -9.6% | -8.7% | -0.9% | -8.3% |
| 3Y | +5.8% | -21.2% | +27.0% | +11.3% |
| 5Y | +22.0% | -29.2% | +51.2% | +31.2% |
| 10Y | +165.1% | -17.5% | +182.6% | +159.5% |
| All | +529.5% | +265.6% | +263.9% | +265.3% |
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