+44.8%
XLP vs ZBH
-0.3%
+45.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +2.5% | -2.3% | +4.8% | +2.9% |
| 30D | +7.3% | +12.5% | -5.2% | +5.0% |
| 3M | +8.1% | +3.9% | +4.2% | +7.1% |
| 6M | +10.5% | +25.4% | -14.9% | +6.2% |
| YTD | +21.2% | +15.7% | +5.5% | +17.4% |
| 1Y | +22.7% | +15.2% | +7.5% | +19.0% |
| 3Y | +44.8% | +0.3% | +44.5% | +41.0% |
| All | +44.8% | -0.3% | +45.1% | +41.0% |
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 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