-29.4%
ZBH vs COMP
-52.8%
+23.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.5% |
| 7D | -2.1% | +8.9% | -11.0% | -2.9% |
| 30D | +13.6% | +14.0% | -0.4% | +12.4% |
| 3M | +7.1% | -21.1% | +28.2% | +8.7% |
| 6M | +26.1% | +20.1% | +6.0% | +23.7% |
| YTD | +17.2% | -5.0% | +22.2% | +16.0% |
| 1Y | +17.4% | +5.7% | +11.7% | +15.1% |
| 3Y | +2.0% | +412.2% | -410.2% | -15.7% |
| 5Y | -15.0% | -12.1% | -2.9% | -24.7% |
| All | -29.4% | -52.8% | +23.3% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling