+305.7%
ZBH vs COO
+998.9%
-693.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -2.3% | +0.5% | -2.7% | -2.4% |
| 30D | +12.5% | +14.2% | -1.7% | +7.7% |
| 3M | +3.9% | -18.2% | +22.1% | +10.9% |
| 6M | +25.4% | +5.3% | +20.1% | +22.6% |
| YTD | +15.7% | -23.6% | +39.3% | +26.1% |
| 1Y | +15.2% | -12.7% | +27.9% | +19.9% |
| 3Y | +0.3% | -24.2% | +24.5% | +6.6% |
| 5Y | -16.1% | -40.0% | +23.9% | -4.3% |
| 10Y | +17.8% | +41.6% | -23.7% | +3.3% |
| All | +305.7% | +998.9% | -693.2% | +83.6% |
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