+589.4%
SE vs ZBH
-11.3%
+600.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -6.1% | -2.8% | -3.3% | -4.8% |
| 30D | -2.5% | -0.1% | -2.4% | -2.5% |
| 3M | +21.7% | +13.4% | +8.3% | +13.5% |
| 6M | +27.0% | +3.0% | +24.0% | +23.4% |
| YTD | -12.1% | +9.7% | -21.8% | -17.2% |
| 1Y | -40.9% | -5.4% | -35.5% | -40.9% |
| 3Y | +191.0% | -15.6% | +206.6% | +197.8% |
| 5Y | -68.3% | -28.1% | -40.2% | -64.7% |
| All | +589.4% | -11.3% | +600.6% | +571.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling