-48.8%
SE vs ZBH
+11.3%
-60.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +13.5% | -9.0% | +2.1% |
| 7D | +6.7% | +14.3% | -7.6% | +4.1% |
| 30D | -17.2% | +20.3% | -37.5% | -19.9% |
| 3M | -28.0% | +15.3% | -43.3% | -30.0% |
| 6M | -6.1% | +33.9% | -40.1% | -11.8% |
| YTD | -37.1% | +23.5% | -60.6% | -40.1% |
| 1Y | -48.8% | +7.9% | -56.7% | -51.4% |
| All | -48.8% | +11.3% | -60.1% | -51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling