+481.0%
STX vs ZBH
-15.5%
+496.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.0% |
| 7D | +16.8% | -2.1% | +19.0% | +17.0% |
| 30D | -27.0% | +13.6% | -40.6% | -27.5% |
| 3M | -37.9% | +7.1% | -45.0% | -38.1% |
| 6M | -32.5% | +26.1% | -58.6% | -34.8% |
| YTD | +98.6% | +17.2% | +81.4% | +94.1% |
| 1Y | +93.6% | +17.4% | +76.2% | +89.2% |
| 3Y | +699.1% | +2.0% | +697.0% | +678.4% |
| 5Y | +481.0% | -15.0% | +496.0% | +482.4% |
| All | +481.0% | -15.5% | +496.5% | +482.4% |
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 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