+81.8%
XLI vs ZBH
-28.6%
+110.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.8% |
| 7D | -1.7% | -4.7% | +3.0% | -0.5% |
| 30D | -7.3% | -4.5% | -2.8% | -6.3% |
| 3M | -1.3% | +7.6% | -8.9% | -3.6% |
| 6M | +2.2% | +0.3% | +2.0% | +1.5% |
| YTD | +11.7% | +4.5% | +7.2% | +9.5% |
| 1Y | +14.3% | -9.4% | +23.6% | +15.8% |
| 3Y | +70.3% | -21.5% | +91.8% | +79.0% |
| All | +81.8% | -28.6% | +110.5% | +87.0% |
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