+284.4%
ZBH vs COO
+1,120.6%
-836.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -2.8% | -2.2% | -0.6% | -2.1% |
| 30D | -0.1% | -7.0% | +6.9% | +2.4% |
| 3M | +13.4% | +12.2% | +1.2% | +8.9% |
| 6M | +3.0% | -15.1% | +18.1% | +8.7% |
| YTD | +9.7% | -15.1% | +24.7% | +15.7% |
| 1Y | -5.4% | +2.3% | -7.7% | -6.5% |
| 3Y | -15.6% | -23.7% | +8.1% | -10.2% |
| 5Y | -28.1% | -38.9% | +10.8% | -18.4% |
| 10Y | -15.2% | +49.9% | -65.2% | -27.1% |
| All | +284.4% | +1,120.6% | -836.2% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling