-68.9%
U vs ZBH
-31.2%
-37.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | 0.0% |
| 7D | 0.0% | -6.6% | +6.5% | +3.3% |
| 30D | -4.1% | -4.9% | +0.8% | -1.8% |
| 3M | +57.8% | +5.1% | +52.7% | +52.4% |
| 6M | +103.5% | +1.3% | +102.2% | +98.6% |
| YTD | -4.8% | +3.4% | -8.1% | -9.6% |
| 1Y | -2.4% | -8.7% | +6.3% | -3.2% |
| 3Y | +11.7% | -21.2% | +32.9% | +18.8% |
| 5Y | -68.9% | -29.2% | -39.7% | -68.4% |
| All | -68.9% | -31.2% | -37.7% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling