+114.6%
ROST vs ZBH
-28.6%
+143.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.0% |
| 7D | +0.2% | -4.7% | +4.9% | +1.6% |
| 30D | -6.9% | -4.5% | -2.4% | -5.6% |
| 3M | -3.3% | +7.6% | -10.9% | -5.7% |
| 6M | +9.0% | +0.3% | +8.8% | +8.2% |
| YTD | +28.9% | +4.5% | +24.3% | +25.7% |
| 1Y | +54.0% | -9.4% | +63.4% | +56.3% |
| 3Y | +100.7% | -21.5% | +122.2% | +112.0% |
| All | +114.6% | -28.6% | +143.3% | +122.4% |
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