+64.7%
XLC vs ZBH
-0.3%
+65.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | +3.7% | -2.3% | +6.0% | +4.0% |
| 30D | -1.9% | +12.5% | -14.4% | -3.4% |
| 3M | -3.1% | +3.9% | -7.0% | -3.7% |
| 6M | -6.4% | +25.4% | -31.8% | -8.8% |
| YTD | -6.8% | +15.7% | -22.5% | -8.7% |
| 1Y | -1.7% | +15.2% | -16.9% | -3.6% |
| 3Y | +64.7% | +0.3% | +64.3% | +58.4% |
| All | +64.7% | -0.3% | +65.0% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling