+17.5%
SPY vs ZBH
-9.5%
+27.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | -2.0% | -6.6% | +4.6% | -1.7% |
| 30D | -1.7% | -4.9% | +3.3% | -1.5% |
| 3M | +4.7% | +5.1% | -0.4% | +4.4% |
| 6M | +12.5% | +1.3% | +11.2% | +12.4% |
| YTD | +11.7% | +3.4% | +8.4% | +11.5% |
| 1Y | +17.5% | -8.7% | +26.2% | +17.3% |
| All | +17.5% | -9.5% | +27.0% | +17.3% |
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 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