+465.9%
SHEL vs ZBH
+274.1%
+191.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +3.0% | -4.9% | +7.9% | +4.8% |
| 30D | +7.2% | -3.2% | +10.5% | +8.3% |
| 3M | +12.9% | +5.8% | +7.0% | +9.7% |
| 6M | +13.7% | +2.0% | +11.7% | +11.3% |
| YTD | +33.7% | +5.8% | +27.9% | +28.6% |
| 1Y | +37.9% | -7.9% | +45.8% | +38.3% |
| 3Y | +70.2% | -19.4% | +89.6% | +75.7% |
| 5Y | +192.3% | -29.5% | +221.8% | +210.3% |
| 10Y | +207.3% | -15.5% | +222.8% | +192.7% |
| All | +465.9% | +274.1% | +191.8% | +219.3% |
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