+636.7%
TGT vs ZBH
+274.1%
+362.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | -3.6% | -4.9% | +1.3% | -2.1% |
| 30D | +4.4% | -3.2% | +7.7% | +5.5% |
| 3M | +25.4% | +5.8% | +19.5% | +23.0% |
| 6M | +33.4% | +2.0% | +31.4% | +31.8% |
| YTD | +65.6% | +5.8% | +59.8% | +61.6% |
| 1Y | +80.3% | -7.9% | +88.2% | +82.2% |
| 3Y | +42.1% | -19.4% | +61.5% | +48.3% |
| 5Y | -25.0% | -29.5% | +4.5% | -19.4% |
| 10Y | +208.2% | -15.5% | +223.8% | +195.4% |
| All | +636.7% | +274.1% | +362.5% | +299.4% |
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