+43.4%
ZBH vs CAPR
-99.0%
+142.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.6% | -1.2% |
| 7D | -2.3% | +5.9% | -8.1% | -2.3% |
| 30D | +12.5% | +44.6% | -32.1% | +12.0% |
| 3M | +3.9% | +126.4% | -122.4% | +2.9% |
| 6M | +25.4% | -68.6% | +94.0% | +25.8% |
| YTD | +15.7% | -67.0% | +82.7% | +15.9% |
| 1Y | +15.2% | +65.2% | -50.0% | +11.0% |
| 3Y | +0.3% | +235.6% | -235.2% | -5.8% |
| 5Y | -16.1% | +175.4% | -191.5% | -21.6% |
| 10Y | +17.8% | -65.0% | +82.8% | +6.1% |
| All | +43.4% | -99.0% | +142.5% | +25.6% |
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 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