+45.9%
ROK vs ZBH
-31.2%
+77.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.4% |
| 7D | -1.6% | -6.6% | +4.9% | +0.5% |
| 30D | -5.4% | -4.9% | -0.5% | -4.0% |
| 3M | -4.0% | +5.1% | -9.1% | -6.1% |
| 6M | +13.3% | +1.3% | +12.0% | +11.9% |
| YTD | +9.3% | +3.4% | +6.0% | +7.0% |
| 1Y | +25.8% | -8.7% | +34.5% | +27.6% |
| 3Y | +49.1% | -21.2% | +70.3% | +57.5% |
| 5Y | +45.9% | -29.2% | +75.1% | +50.9% |
| All | +45.9% | -31.2% | +77.0% | +50.9% |
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 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