-29.2%
ZBH vs CHD
+19.7%
-48.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | -6.6% | -4.7% | -1.8% | -5.0% |
| 30D | -4.9% | -8.3% | +3.4% | -2.2% |
| 3M | +5.1% | -4.0% | +9.2% | +6.6% |
| 6M | +1.3% | -6.5% | +7.9% | +3.4% |
| YTD | +3.4% | +13.1% | -9.7% | -0.7% |
| 1Y | -8.7% | +2.3% | -11.0% | -9.7% |
| 3Y | -21.2% | +1.8% | -23.0% | -22.0% |
| 5Y | -29.2% | +20.6% | -49.8% | -34.8% |
| All | -29.2% | +19.7% | -48.9% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling