+8,552.4%
SHOP vs ZBH
+2.1%
+8,550.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.9% |
| 7D | -1.2% | -2.3% | +1.0% | -0.1% |
| 30D | -14.7% | +12.5% | -27.2% | -19.8% |
| 3M | -7.2% | +3.9% | -11.1% | -9.3% |
| 6M | +54.2% | +25.4% | +28.8% | +36.7% |
| YTD | -8.6% | +15.7% | -24.3% | -16.5% |
| 1Y | +0.5% | +15.2% | -14.7% | -8.0% |
| 3Y | +135.9% | +0.3% | +135.6% | +120.3% |
| 5Y | -11.9% | -16.1% | +4.2% | -7.6% |
| 10Y | +3,608.8% | +17.8% | +3,590.9% | +2,924.7% |
| All | +8,552.4% | +2.1% | +8,550.3% | +7,129.9% |
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