+9,929.9%
STX vs ZBH
+201.3%
+9,728.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.6% |
| 7D | +14.6% | -2.3% | +16.9% | +15.6% |
| 30D | -26.0% | +12.5% | -38.4% | -29.7% |
| 3M | -42.6% | +3.9% | -46.5% | -44.2% |
| 6M | -35.3% | +25.4% | -60.7% | -42.5% |
| YTD | +92.5% | +15.7% | +76.8% | +74.7% |
| 1Y | +102.4% | +15.2% | +87.2% | +84.0% |
| 3Y | +673.8% | +0.3% | +673.5% | +613.1% |
| 5Y | +463.1% | -16.1% | +479.1% | +452.2% |
| 10Y | +2,014.6% | +17.8% | +1,996.7% | +1,514.7% |
| All | +9,929.9% | +201.3% | +9,728.6% | +4,148.8% |
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