+29.5%
XLB vs ZBH
+11.3%
+18.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.5% | -11.0% | +0.5% |
| 7D | +3.9% | +14.3% | -10.3% | +1.8% |
| 30D | +8.9% | +20.3% | -11.4% | +5.8% |
| 3M | +4.1% | +15.3% | -11.1% | +1.8% |
| 6M | +7.3% | +33.9% | -26.6% | +2.9% |
| YTD | +20.4% | +23.5% | -3.1% | +16.8% |
| 1Y | +29.5% | +7.9% | +21.6% | +26.4% |
| All | +29.5% | +11.3% | +18.2% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling