-19.7%
ZBH vs CAPR
+42.0%
-61.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -3.9% |
| 7D | -5.2% | -9.5% | +4.3% | -5.2% |
| 30D | -2.4% | +121.5% | -123.9% | -2.4% |
| 3M | +8.3% | -65.4% | +73.6% | +8.2% |
| 6M | +0.7% | -67.5% | +68.2% | +0.6% |
| YTD | +5.3% | -68.6% | +74.0% | +5.3% |
| 1Y | -9.1% | +42.7% | -51.7% | -9.0% |
| 3Y | -19.7% | +43.4% | -63.0% | -23.6% |
| All | -19.7% | +42.0% | -61.7% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling