+2,301.5%
VALE vs ZBH
+211.3%
+2,090.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -1.8% | -4.9% | +3.1% | +0.5% |
| 30D | +6.7% | -3.2% | +9.9% | +8.1% |
| 3M | +4.9% | +5.8% | -0.9% | +0.9% |
| 6M | +3.6% | +2.0% | +1.6% | +0.7% |
| YTD | +21.9% | +5.8% | +16.1% | +16.0% |
| 1Y | +61.6% | -7.9% | +69.5% | +62.1% |
| 3Y | +52.1% | -19.4% | +71.5% | +58.7% |
| 5Y | +43.2% | -29.5% | +72.7% | +54.7% |
| 10Y | +521.5% | -15.5% | +537.1% | +464.1% |
| All | +2,301.5% | +211.3% | +2,090.2% | +1,299.5% |
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