+196.4%
SE vs ZBH
-20.1%
+216.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.6% |
| 7D | +0.6% | -5.2% | +5.8% | +1.3% |
| 30D | -0.1% | -2.4% | +2.3% | +0.2% |
| 3M | +34.1% | +8.3% | +25.9% | +32.4% |
| 6M | +23.2% | +0.7% | +22.6% | +22.1% |
| YTD | -11.2% | +5.3% | -16.5% | -12.2% |
| 1Y | -40.5% | -9.1% | -31.5% | -40.5% |
| All | +196.4% | -20.1% | +216.4% | +227.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling