-29.5%
ZBH vs A
-16.2%
-13.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.9% |
| 7D | -4.9% | -4.4% | -0.5% | -3.6% |
| 30D | -3.2% | -2.7% | -0.6% | -2.5% |
| 3M | +5.8% | +7.0% | -1.2% | +3.4% |
| 6M | +2.0% | +24.6% | -22.7% | -5.6% |
| YTD | +5.8% | +7.0% | -1.2% | +2.7% |
| 1Y | -7.9% | +15.6% | -23.5% | -13.1% |
| 3Y | -19.4% | +29.9% | -49.3% | -29.0% |
| 5Y | -29.5% | -15.4% | -14.1% | -32.0% |
| All | -29.5% | -16.2% | -13.3% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling