+47.2%
XYZ vs ZBH
-19.7%
+66.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -3.7% | -4.9% | +1.2% | -2.5% |
| 30D | +0.5% | -3.2% | +3.8% | +1.4% |
| 3M | +16.3% | +5.8% | +10.4% | +14.6% |
| 6M | +21.1% | +2.0% | +19.2% | +20.4% |
| YTD | +22.0% | +5.8% | +16.2% | +19.4% |
| 1Y | +5.2% | -7.9% | +13.1% | +6.4% |
| All | +47.2% | -19.7% | +66.9% | +56.2% |
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