+915.6%
SPY vs ZBH
+287.8%
+627.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.1% | -2.8% | +2.9% | +1.1% |
| 30D | +0.1% | -0.1% | +0.1% | 0.0% |
| 3M | +2.0% | +13.4% | -11.4% | -2.9% |
| 6M | +13.0% | +3.0% | +10.0% | +10.6% |
| YTD | +13.5% | +9.7% | +3.9% | +8.5% |
| 1Y | +20.0% | -5.4% | +25.4% | +19.7% |
| 3Y | +77.2% | -15.6% | +92.8% | +80.3% |
| 5Y | +81.9% | -28.1% | +110.0% | +93.5% |
| 10Y | +314.1% | -15.2% | +329.3% | +293.4% |
| All | +915.6% | +287.8% | +627.8% | +467.5% |
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