-15.5%
ZBH vs CAPR
-77.3%
+61.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.5% |
| 7D | -4.9% | -12.6% | +7.7% | -4.8% |
| 30D | -3.2% | +124.4% | -127.7% | -4.4% |
| 3M | +5.8% | -66.8% | +72.6% | +6.3% |
| 6M | +2.0% | -71.8% | +73.8% | +2.5% |
| YTD | +5.8% | -70.1% | +75.8% | +6.2% |
| 1Y | -7.9% | +33.3% | -41.3% | -11.9% |
| 3Y | -19.4% | +36.7% | -56.1% | -25.3% |
| 5Y | -29.5% | +72.5% | -102.0% | -36.0% |
| 10Y | -15.5% | -77.3% | +61.7% | -24.0% |
| All | -15.5% | -77.3% | +61.7% | -24.0% |
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