+11.9%
U vs ZBH
-19.7%
+31.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +4.4% | -4.9% | +9.3% | +4.3% |
| 30D | -1.3% | -3.2% | +1.9% | -1.3% |
| 3M | +49.6% | +5.8% | +43.7% | +49.9% |
| 6M | +100.2% | +2.0% | +98.2% | +100.3% |
| YTD | -3.7% | +5.8% | -9.5% | -3.3% |
| 1Y | -6.5% | -7.9% | +1.4% | -5.9% |
| All | +11.9% | -19.7% | +31.6% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling