+100.8%
STM vs ZBH
-8.1%
+108.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +1.7% | -4.9% | +6.6% | +1.0% |
| 30D | -5.2% | -3.2% | -1.9% | -5.5% |
| 3M | -29.6% | +5.8% | -35.4% | -29.5% |
| 6M | +54.4% | +2.0% | +52.4% | +55.8% |
| YTD | +99.5% | +5.8% | +93.7% | +101.2% |
| 1Y | +100.8% | -7.9% | +108.7% | +100.3% |
| All | +100.8% | -8.1% | +108.8% | +100.3% |
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