+40.9%
VALE vs ZBH
-28.6%
+69.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.5% |
| 7D | -0.3% | -4.7% | +4.4% | +0.6% |
| 30D | +8.6% | -4.5% | +13.1% | +9.5% |
| 3M | +2.0% | +7.6% | -5.6% | 0.0% |
| 6M | +2.1% | +0.3% | +1.8% | +1.4% |
| YTD | +20.2% | +4.5% | +15.7% | +18.2% |
| 1Y | +55.2% | -9.4% | +64.5% | +56.6% |
| 3Y | +45.9% | -21.5% | +67.4% | +51.2% |
| All | +40.9% | -28.6% | +69.5% | +43.8% |
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