-17.4%
ZBH vs CHD
+126.1%
-143.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -4.7% | -4.5% | -0.2% | -3.5% |
| 30D | -4.5% | -6.7% | +2.2% | -2.7% |
| 3M | +7.6% | -2.7% | +10.3% | +8.4% |
| 6M | +0.3% | -4.9% | +5.2% | +1.5% |
| YTD | +4.5% | +13.3% | -8.8% | +1.0% |
| 1Y | -9.4% | +1.0% | -10.4% | -9.9% |
| 3Y | -21.5% | +1.3% | -22.8% | -22.2% |
| 5Y | -28.4% | +20.8% | -49.2% | -32.9% |
| All | -17.4% | +126.1% | -143.5% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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