+668.7%
TEL vs ZBH
+26.1%
+642.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.1% |
| 7D | -2.3% | -6.6% | +4.3% | +1.0% |
| 30D | -6.1% | -4.9% | -1.1% | -3.8% |
| 3M | +1.7% | +5.1% | -3.4% | -1.9% |
| 6M | +1.6% | +1.3% | +0.3% | -0.6% |
| YTD | -9.1% | +3.4% | -12.4% | -12.4% |
| 1Y | -1.7% | -8.7% | +7.0% | -0.5% |
| 3Y | +67.3% | -21.2% | +88.5% | +77.5% |
| 5Y | +52.1% | -29.2% | +81.3% | +67.8% |
| 10Y | +299.3% | -17.5% | +316.8% | +275.2% |
| All | +668.7% | +26.1% | +642.6% | +307.0% |
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