+16,011.1%
STX vs ZBH
+185.5%
+15,825.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.7% |
| 7D | +2.4% | -2.8% | +5.2% | +3.4% |
| 30D | +1.4% | -0.1% | +1.5% | +1.2% |
| 3M | -8.2% | +13.4% | -21.6% | -14.1% |
| 6M | +127.0% | +3.0% | +124.1% | +119.2% |
| YTD | +209.1% | +9.7% | +199.5% | +189.7% |
| 1Y | +365.4% | -5.4% | +370.8% | +355.3% |
| 3Y | +1,135.4% | -15.6% | +1,151.0% | +1,134.2% |
| 5Y | +991.5% | -28.1% | +1,019.6% | +1,049.4% |
| 10Y | +3,695.8% | -15.2% | +3,711.1% | +3,302.5% |
| All | +16,011.1% | +185.5% | +15,825.6% | +6,945.4% |
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