+44.2%
XLU vs ZBH
-28.6%
+72.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.6% | -4.7% | +3.1% | -0.7% |
| 30D | -3.3% | -4.5% | +1.2% | -2.5% |
| 3M | -3.2% | +7.6% | -10.7% | -4.9% |
| 6M | -7.0% | +0.3% | -7.2% | -7.5% |
| YTD | +0.6% | +4.5% | -3.9% | -1.1% |
| 1Y | +2.4% | -9.4% | +11.8% | +3.6% |
| 3Y | +46.3% | -21.5% | +67.7% | +52.1% |
| All | +44.2% | -28.6% | +72.9% | +48.8% |
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