-18.3%
ZBH vs COO
+17.5%
-35.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.7% | +12.4% | +4.9% |
| 7D | -6.6% | -23.3% | +16.8% | +5.6% |
| 30D | -4.9% | -29.5% | +24.6% | +12.0% |
| 3M | +5.1% | -20.0% | +25.1% | +16.2% |
| 6M | +1.3% | -27.2% | +28.5% | +17.2% |
| YTD | +3.4% | -33.9% | +37.3% | +25.2% |
| 1Y | -8.7% | -19.9% | +11.3% | +0.1% |
| 3Y | -21.2% | -38.1% | +16.9% | -6.4% |
| 5Y | -29.2% | -52.0% | +22.8% | -4.8% |
| All | -18.3% | +17.5% | -35.8% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling