+142.5%
XLC vs ZBH
-3.0%
+145.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.8% | -2.8% | +2.0% | 0.0% |
| 30D | +1.0% | -0.1% | +1.1% | +1.1% |
| 3M | -0.7% | +13.4% | -14.1% | -4.8% |
| 6M | -5.1% | +3.0% | -8.1% | -6.7% |
| YTD | -4.3% | +9.7% | -13.9% | -8.0% |
| 1Y | -0.6% | -5.4% | +4.8% | -0.4% |
| 3Y | +72.7% | -15.6% | +88.3% | +76.4% |
| 5Y | +38.0% | -28.1% | +66.1% | +46.9% |
| All | +142.5% | -3.0% | +145.5% | +123.4% |
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 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