-61.6%
XYZ vs ZBH
-14.9%
-46.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +1.9% |
| 7D | +14.9% | +11.3% | +3.6% | +7.6% |
| 30D | +14.7% | +21.5% | -6.9% | +1.5% |
| 3M | +12.1% | +12.5% | -0.4% | +3.9% |
| 6M | +18.3% | +32.3% | -14.0% | -2.2% |
| YTD | +36.1% | +21.4% | +14.6% | +16.9% |
| 1Y | +35.3% | +23.7% | +11.6% | +14.4% |
| 3Y | +73.5% | +7.0% | +66.4% | +46.2% |
| 5Y | -61.6% | -13.2% | -48.4% | -62.6% |
| All | -61.6% | -14.9% | -46.8% | -62.6% |
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