+78.3%
ZBH vs COPX
+179.5%
-101.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -4.7% | -2.3% | -2.3% | -4.2% |
| 30D | -4.5% | +0.3% | -4.8% | -4.8% |
| 3M | +7.6% | +6.8% | +0.8% | +4.8% |
| 6M | +0.3% | +7.9% | -7.7% | -3.7% |
| YTD | +4.5% | +23.7% | -19.2% | -4.2% |
| 1Y | -9.4% | +71.5% | -80.9% | -24.8% |
| 3Y | -21.5% | +149.1% | -170.6% | -43.3% |
| 5Y | -28.4% | +167.3% | -195.7% | -50.9% |
| 10Y | -16.5% | +568.5% | -585.1% | -59.5% |
| All | +78.3% | +179.5% | -101.2% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling