+41.2%
USB vs ZBH
-27.9%
+69.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.4% | -2.8% | +4.3% | +2.4% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | +15.2% | +13.4% | +1.8% | +10.0% |
| 6M | +18.8% | +3.0% | +15.9% | +16.7% |
| YTD | +21.0% | +9.7% | +11.4% | +16.0% |
| 1Y | +34.0% | -5.4% | +39.4% | +34.5% |
| 3Y | +95.3% | -15.6% | +110.9% | +102.0% |
| All | +41.2% | -27.9% | +69.1% | +51.3% |
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 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