+269.3%
ZBH vs CHD
+3,207.8%
-2,938.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.3% |
| 7D | -5.2% | -2.9% | -2.3% | -4.3% |
| 30D | -2.4% | -6.2% | +3.8% | -0.5% |
| 3M | +8.3% | +1.6% | +6.7% | +7.8% |
| 6M | +0.7% | -3.5% | +4.2% | +1.6% |
| YTD | +5.3% | +16.2% | -10.9% | +0.4% |
| 1Y | -9.1% | +3.4% | -12.5% | -10.4% |
| 3Y | -19.7% | +4.6% | -24.3% | -21.6% |
| 5Y | -31.3% | +21.1% | -52.4% | -36.7% |
| 10Y | -18.9% | +126.5% | -145.5% | -41.0% |
| All | +269.3% | +3,207.8% | -2,938.5% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling