-46.2%
SE vs ZBH
+16.6%
-62.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | -0.5% | -2.3% | +1.8% | +0.1% |
| 30D | -20.9% | +12.5% | -33.4% | -23.0% |
| 3M | -38.9% | +3.9% | -42.8% | -39.6% |
| 6M | -19.4% | +25.4% | -44.8% | -25.1% |
| YTD | -40.9% | +15.7% | -56.6% | -43.9% |
| 1Y | -46.2% | +15.2% | -61.4% | -49.1% |
| All | -46.2% | +16.6% | -62.8% | -49.1% |
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