+1,077.4%
STX vs ZBH
-31.0%
+1,108.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.1% |
| 7D | +9.6% | -4.9% | +14.5% | +10.1% |
| 30D | +10.6% | -3.2% | +13.8% | +10.8% |
| 3M | +4.8% | +5.8% | -1.0% | +3.3% |
| 6M | +137.3% | +2.0% | +135.3% | +135.5% |
| YTD | +222.5% | +5.8% | +216.7% | +217.0% |
| 1Y | +366.2% | -7.9% | +374.2% | +369.0% |
| 3Y | +1,352.9% | -19.4% | +1,372.3% | +1,408.3% |
| 5Y | +1,077.4% | -29.5% | +1,106.9% | +1,093.3% |
| All | +1,077.4% | -31.0% | +1,108.4% | +1,093.3% |
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