+28.4%
XLY vs ZBH
-28.6%
+57.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -1.7% | -4.7% | +3.0% | -0.3% |
| 30D | -4.2% | -4.5% | +0.3% | -2.8% |
| 3M | -2.7% | +7.6% | -10.3% | -5.3% |
| 6M | -0.6% | +0.3% | -0.9% | -1.5% |
| YTD | -5.0% | +4.5% | -9.6% | -7.4% |
| 1Y | -4.1% | -9.4% | +5.3% | -2.5% |
| 3Y | +33.6% | -21.5% | +55.1% | +42.0% |
| All | +28.4% | -28.6% | +57.0% | +32.6% |
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