+378.1%
PSX vs ZBH
-16.2%
+394.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.1% |
| 7D | +1.7% | -4.7% | +6.4% | +3.9% |
| 30D | +15.6% | -4.5% | +20.1% | +17.9% |
| 3M | +46.5% | +7.6% | +38.9% | +40.4% |
| 6M | +55.0% | +0.3% | +54.7% | +51.9% |
| YTD | +105.3% | +4.5% | +100.8% | +96.9% |
| 1Y | +101.6% | -9.4% | +111.0% | +104.6% |
| 3Y | +134.1% | -21.5% | +155.6% | +149.9% |
| 5Y | +368.7% | -28.4% | +397.1% | +409.2% |
| All | +378.1% | -16.2% | +394.3% | +349.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling