-5.4%
ZBH vs COPX
+84.7%
-90.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | -2.8% | -4.0% | +1.2% | -2.7% |
| 30D | -0.1% | +4.5% | -4.6% | -0.2% |
| 3M | +13.4% | +0.8% | +12.6% | +13.9% |
| 6M | +3.0% | +3.2% | -0.2% | +2.2% |
| YTD | +9.7% | +26.7% | -17.1% | +8.4% |
| 1Y | -5.4% | +85.7% | -91.1% | -8.3% |
| All | -5.4% | +84.7% | -90.1% | -8.3% |
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