+72.6%
SPY vs ZBH
-16.1%
+88.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +2.6% | -2.3% | +4.8% | +3.1% |
| 30D | -2.0% | +12.5% | -14.4% | -4.8% |
| 3M | -2.8% | +3.9% | -6.7% | -4.0% |
| 6M | +2.1% | +25.4% | -23.3% | -4.3% |
| YTD | +11.5% | +15.7% | -4.2% | +6.2% |
| 1Y | +13.5% | +15.2% | -1.7% | +8.1% |
| 3Y | +77.7% | +0.3% | +77.4% | +71.1% |
| All | +72.6% | -16.1% | +88.7% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling