+322.4%
ZBH vs COO
+1,003.8%
-681.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -2.4% | -2.3% | -0.1% | -1.6% |
| 30D | +16.6% | +13.3% | +3.3% | +11.9% |
| 3M | +10.8% | -18.1% | +28.9% | +18.2% |
| 6M | +35.8% | +6.7% | +29.1% | +32.1% |
| YTD | +20.5% | -23.2% | +43.7% | +31.1% |
| 1Y | +22.7% | -12.3% | +35.0% | +27.6% |
| 3Y | +4.9% | -23.6% | +28.4% | +11.1% |
| 5Y | -12.8% | -38.7% | +25.9% | -1.2% |
| 10Y | +22.7% | +42.2% | -19.5% | +7.4% |
| All | +322.4% | +1,003.8% | -681.4% | +90.9% |
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