+302.5%
PSX vs ZBH
-16.1%
+318.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.0% |
| 7D | +7.8% | -2.3% | +10.1% | +8.3% |
| 30D | -10.9% | +12.5% | -23.4% | -13.5% |
| 3M | +14.5% | +3.9% | +10.6% | +13.1% |
| 6M | +56.1% | +25.4% | +30.7% | +46.6% |
| YTD | +109.6% | +15.7% | +93.9% | +99.7% |
| 1Y | +95.5% | +15.2% | +80.3% | +86.4% |
| 3Y | +156.2% | +0.3% | +155.9% | +149.8% |
| All | +302.5% | -16.1% | +318.6% | +317.3% |
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 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