-68.6%
XYZ vs ZBH
-30.7%
-37.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -0.8% |
| 7D | +2.9% | -5.2% | +8.1% | +6.3% |
| 30D | +1.4% | -2.4% | +3.8% | +2.9% |
| 3M | +14.6% | +8.3% | +6.3% | +8.3% |
| 6M | +20.8% | +0.7% | +20.1% | +18.6% |
| YTD | +23.1% | +5.3% | +17.7% | +16.0% |
| 1Y | +5.6% | -9.1% | +14.7% | +8.4% |
| 3Y | +50.9% | -19.7% | +70.6% | +64.7% |
| 5Y | -68.6% | -31.3% | -37.3% | -64.1% |
| All | -68.6% | -30.7% | -37.8% | -64.1% |
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