+95.4%
STM vs ZBH
+18.8%
+76.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | -0.1% |
| 7D | +16.3% | -2.1% | +18.4% | +15.8% |
| 30D | -6.3% | +13.6% | -19.8% | -3.1% |
| 3M | -14.1% | +7.1% | -21.2% | -11.9% |
| 6M | -19.6% | +26.1% | -45.7% | -18.3% |
| YTD | +80.1% | +17.2% | +62.9% | +87.1% |
| 1Y | +95.4% | +17.4% | +78.0% | +103.0% |
| All | +95.4% | +18.8% | +76.6% | +103.0% |
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