+244.9%
VZ vs ZBH
+287.8%
-42.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.1% | -2.8% | +2.9% | +0.7% |
| 30D | +7.9% | -0.1% | +8.0% | +7.9% |
| 3M | +13.6% | +13.4% | +0.2% | +10.4% |
| 6M | +1.1% | +3.0% | -1.9% | 0.0% |
| YTD | +29.3% | +9.7% | +19.6% | +26.0% |
| 1Y | +21.2% | -5.4% | +26.6% | +21.5% |
| 3Y | +75.9% | -15.6% | +91.5% | +79.1% |
| 5Y | +24.1% | -28.1% | +52.2% | +29.3% |
| 10Y | +62.4% | -15.2% | +77.6% | +56.0% |
| All | +244.9% | +287.8% | -42.9% | +123.2% |
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