-7.9%
ZBH vs CAPR
+35.4%
-43.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.4% |
| 7D | -4.9% | -12.6% | +7.7% | -5.0% |
| 30D | -3.2% | +124.4% | -127.7% | -2.9% |
| 3M | +5.8% | -66.8% | +72.6% | +5.6% |
| 6M | +2.0% | -71.8% | +73.8% | +1.7% |
| YTD | +5.8% | -70.1% | +75.8% | +5.6% |
| 1Y | -7.9% | +33.3% | -41.3% | -5.6% |
| All | -7.9% | +35.4% | -43.4% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling