+143.7%
XLC vs ZBH
-7.5%
+151.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +0.5% | -4.7% | +5.2% | +2.0% |
| 30D | +2.1% | -4.5% | +6.6% | +3.5% |
| 3M | +0.7% | +7.6% | -6.9% | -1.9% |
| 6M | -3.2% | +0.3% | -3.5% | -4.0% |
| YTD | -3.8% | +4.5% | -8.3% | -6.2% |
| 1Y | -2.0% | -9.4% | +7.4% | -0.6% |
| 3Y | +71.4% | -21.5% | +92.8% | +79.4% |
| 5Y | +40.7% | -28.4% | +69.1% | +49.6% |
| All | +143.7% | -7.5% | +151.2% | +127.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling