+159.9%
STM vs ZBH
+325.5%
-165.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -7.9% | +10.6% | -18.5% | -12.7% |
| 30D | -14.1% | +20.4% | -34.5% | -22.0% |
| 3M | -17.6% | +10.0% | -27.7% | -22.5% |
| 6M | -24.2% | +31.0% | -55.3% | -35.6% |
| YTD | +73.3% | +20.3% | +53.0% | +52.4% |
| 1Y | +90.1% | +22.2% | +67.8% | +65.6% |
| 3Y | +10.3% | +4.7% | +5.6% | +0.3% |
| 5Y | -5.7% | -13.7% | +7.9% | -6.1% |
| 10Y | +444.1% | +19.3% | +424.8% | +343.7% |
| All | +159.9% | +325.5% | -165.6% | +22.4% |
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