+1,131.3%
PSX vs ZBH
+73.6%
+1,057.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +3.4% |
| 7D | +2.8% | -5.2% | +8.0% | +5.3% |
| 30D | +27.8% | -2.4% | +30.2% | +29.0% |
| 3M | +42.0% | +8.3% | +33.8% | +35.7% |
| 6M | +58.1% | +0.7% | +57.5% | +54.8% |
| YTD | +105.0% | +5.3% | +99.7% | +95.9% |
| 1Y | +104.9% | -9.1% | +114.0% | +107.6% |
| 3Y | +134.1% | -19.7% | +153.7% | +146.7% |
| 5Y | +363.8% | -31.3% | +395.1% | +415.1% |
| 10Y | +370.1% | -18.9% | +389.0% | +359.5% |
| All | +1,131.3% | +73.6% | +1,057.8% | +671.5% |
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