-28.7%
ZBH vs COMP
-52.0%
+23.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.7% | -11.9% | -2.0% |
| 7D | +11.7% | +13.4% | -1.7% | +10.6% |
| 30D | +19.3% | +11.1% | +8.2% | +18.3% |
| 3M | +8.9% | -18.8% | +27.8% | +10.3% |
| 6M | +28.2% | +10.5% | +17.7% | +26.5% |
| YTD | +18.4% | -3.4% | +21.8% | +17.0% |
| 1Y | +20.6% | +19.7% | +0.9% | +17.1% |
| 3Y | -0.6% | +381.6% | -382.2% | -17.4% |
| 5Y | -19.7% | -17.6% | -2.2% | -28.8% |
| All | -28.7% | -52.0% | +23.2% | -34.6% |
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