+1,158.7%
PSX vs ZBH
+90.6%
+1,068.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.3% |
| 7D | +7.8% | -2.3% | +10.1% | +8.8% |
| 30D | -10.9% | +12.5% | -23.4% | -16.3% |
| 3M | +14.5% | +3.9% | +10.6% | +11.0% |
| 6M | +56.1% | +25.4% | +30.7% | +37.7% |
| YTD | +109.6% | +15.7% | +93.9% | +89.6% |
| 1Y | +95.5% | +15.2% | +80.3% | +77.1% |
| 3Y | +156.2% | +0.3% | +155.9% | +139.4% |
| 5Y | +310.0% | -16.1% | +326.1% | +307.2% |
| 10Y | +368.0% | +17.8% | +350.2% | +287.4% |
| All | +1,158.7% | +90.6% | +1,068.1% | +646.6% |
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