+169.4%
XLV vs ZBH
-16.2%
+185.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -3.6% | -4.7% | +1.1% | -2.1% |
| 30D | -1.8% | -4.5% | +2.7% | -0.4% |
| 3M | +7.8% | +7.6% | +0.2% | +5.1% |
| 6M | +9.1% | +0.3% | +8.8% | +8.3% |
| YTD | +7.7% | +4.5% | +3.2% | +5.4% |
| 1Y | +20.4% | -9.4% | +29.8% | +22.4% |
| 3Y | +30.8% | -21.5% | +52.3% | +37.3% |
| 5Y | +34.6% | -28.4% | +63.0% | +43.2% |
| All | +169.4% | -16.2% | +185.6% | +158.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling