-52.0%
ROKU vs ZBH
-28.6%
-23.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | -0.4% | -4.7% | +4.2% | +2.3% |
| 30D | +2.1% | -4.5% | +6.6% | +4.7% |
| 3M | +29.5% | +7.6% | +21.9% | +22.5% |
| 6M | +53.8% | +0.3% | +53.5% | +50.7% |
| YTD | +42.8% | +4.5% | +38.3% | +35.0% |
| 1Y | +60.7% | -9.4% | +70.1% | +64.6% |
| 3Y | +83.9% | -21.5% | +105.4% | +103.4% |
| All | -52.0% | -28.6% | -23.4% | -44.9% |
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