+10,249.8%
STX vs ZBH
+205.2%
+10,044.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.2% |
| 7D | +16.8% | -2.1% | +19.0% | +17.8% |
| 30D | -27.0% | +13.6% | -40.6% | -31.0% |
| 3M | -37.9% | +7.1% | -45.0% | -40.3% |
| 6M | -32.5% | +26.1% | -58.6% | -40.1% |
| YTD | +98.6% | +17.2% | +81.4% | +79.4% |
| 1Y | +93.6% | +17.4% | +76.2% | +74.7% |
| 3Y | +699.1% | +2.0% | +697.0% | +631.6% |
| 5Y | +481.0% | -15.0% | +496.0% | +467.1% |
| 10Y | +2,082.0% | +19.4% | +2,062.6% | +1,558.3% |
| All | +10,249.8% | +205.2% | +10,044.5% | +4,263.3% |
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 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