+35.9%
ZBH vs CAPR
-99.1%
+135.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -2.8% | -2.0% | -0.8% | -2.8% |
| 30D | -0.1% | +139.2% | -139.3% | -1.1% |
| 3M | +13.4% | -66.4% | +79.8% | +13.8% |
| 6M | +3.0% | -63.1% | +66.1% | +3.2% |
| YTD | +9.7% | -67.4% | +77.1% | +9.9% |
| 1Y | -5.4% | +58.2% | -63.7% | -8.8% |
| 3Y | -15.6% | +42.2% | -57.8% | -19.9% |
| 5Y | -28.1% | +87.3% | -115.4% | -32.5% |
| 10Y | -15.2% | -75.3% | +60.0% | -23.5% |
| All | +35.9% | -99.1% | +135.0% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling