+22.7%
ZBH vs CAPR
-59.1%
+81.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.5% | -26.4% | -0.2% |
| 7D | -2.4% | +25.8% | -28.2% | -2.7% |
| 30D | +16.6% | +50.2% | -33.6% | +16.0% |
| 3M | +10.8% | +185.5% | -174.7% | +9.2% |
| 6M | +35.8% | -64.8% | +100.6% | +36.0% |
| YTD | +20.5% | -61.1% | +81.6% | +20.5% |
| 1Y | +22.7% | +81.0% | -58.2% | +17.3% |
| 3Y | +4.9% | +300.7% | -295.8% | -4.5% |
| 5Y | -12.8% | +223.3% | -236.1% | -21.3% |
| 10Y | +22.7% | -58.8% | +81.4% | +3.2% |
| All | +22.7% | -59.1% | +81.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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