+269.3%
ZBH vs BEN
+388.0%
-118.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -5.2% | +4.7% | -9.9% | -6.7% |
| 30D | -2.4% | +2.6% | -5.0% | -3.3% |
| 3M | +8.3% | +11.5% | -3.2% | +3.9% |
| 6M | +0.7% | +35.3% | -34.7% | -10.4% |
| YTD | +5.3% | +48.6% | -43.3% | -9.4% |
| 1Y | -9.1% | +46.7% | -55.8% | -21.7% |
| 3Y | -19.7% | +57.0% | -76.7% | -34.3% |
| 5Y | -31.3% | +41.8% | -73.1% | -43.3% |
| 10Y | -18.9% | +55.2% | -74.2% | -39.6% |
| All | +269.3% | +388.0% | -118.7% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 all: compounded portfolio wealth divided by compounded BEN 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…
all analysis · Full analysis span regression · 6 months rolling