-18.3%
ZBH vs A
+247.2%
-265.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.8% |
| 7D | -6.6% | -4.6% | -2.0% | -4.8% |
| 30D | -4.9% | -4.3% | -0.7% | -3.4% |
| 3M | +5.1% | +8.9% | -3.8% | +1.3% |
| 6M | +1.3% | +24.5% | -23.2% | -8.3% |
| YTD | +3.4% | +5.8% | -2.5% | -0.3% |
| 1Y | -8.7% | +16.2% | -24.9% | -15.6% |
| 3Y | -21.2% | +28.5% | -49.7% | -32.9% |
| 5Y | -29.2% | -16.3% | -12.9% | -27.9% |
| All | -18.3% | +247.2% | -265.5% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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