+39.3%
XLC vs ZBH
-31.2%
+70.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.2% |
| 7D | -1.7% | -6.6% | +4.9% | +0.1% |
| 30D | +0.2% | -4.9% | +5.1% | +1.5% |
| 3M | +0.7% | +5.1% | -4.4% | -0.9% |
| 6M | -4.5% | +1.3% | -5.8% | -5.4% |
| YTD | -4.7% | +3.4% | -8.1% | -6.4% |
| 1Y | -1.5% | -8.7% | +7.2% | -0.4% |
| 3Y | +72.2% | -21.2% | +93.5% | +80.7% |
| 5Y | +39.3% | -29.2% | +68.5% | +42.6% |
| All | +39.3% | -31.2% | +70.5% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling