-0.6%
ZBH vs COMP
+353.8%
-354.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.7% | -11.9% | -1.8% |
| 7D | +11.7% | +13.4% | -1.7% | +11.0% |
| 30D | +19.3% | +11.1% | +8.2% | +18.6% |
| 3M | +8.9% | -18.8% | +27.8% | +9.7% |
| 6M | +28.2% | +10.5% | +17.7% | +27.2% |
| YTD | +18.4% | -3.4% | +21.8% | +17.4% |
| 1Y | +20.6% | +19.7% | +0.9% | +18.3% |
| 3Y | -0.6% | +381.6% | -382.2% | -12.7% |
| All | -0.6% | +353.8% | -354.4% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling