+7.9%
ZBH vs COPX
+31.7%
-23.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.0% | +9.5% | +13.3% |
| 7D | +14.3% | -3.0% | +17.2% | +14.2% |
| 30D | +20.3% | -13.6% | +33.9% | +20.6% |
| 3M | +15.3% | -11.2% | +26.5% | +15.5% |
| 6M | +33.9% | -2.4% | +36.3% | +32.6% |
| YTD | +23.5% | +4.2% | +19.3% | +20.1% |
| 1Y | +7.9% | +32.2% | -24.3% | +7.4% |
| All | +7.9% | +31.7% | -23.8% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling