+561.2%
USB vs ZBH
+287.8%
+273.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.4% | -2.8% | +4.3% | +2.6% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | +15.2% | +13.4% | +1.8% | +8.8% |
| 6M | +18.8% | +3.0% | +15.9% | +16.0% |
| YTD | +21.0% | +9.7% | +11.4% | +14.8% |
| 1Y | +34.0% | -5.4% | +39.4% | +34.0% |
| 3Y | +95.3% | -15.6% | +110.9% | +101.2% |
| 5Y | +40.4% | -28.1% | +68.5% | +52.3% |
| 10Y | +107.3% | -15.2% | +122.6% | +102.3% |
| All | +561.2% | +287.8% | +273.4% | +283.1% |
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 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