-29.5%
ZBH vs EAT
+310.8%
-340.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.9% |
| 7D | -4.9% | -6.8% | +1.9% | -4.0% |
| 30D | -3.2% | -5.4% | +2.1% | -2.7% |
| 3M | +5.8% | +42.8% | -36.9% | +0.6% |
| 6M | +2.0% | +56.5% | -54.5% | -4.8% |
| YTD | +5.8% | +50.0% | -44.2% | -0.9% |
| 1Y | -7.9% | +38.3% | -46.2% | -13.1% |
| 3Y | -19.4% | +591.6% | -611.0% | -43.9% |
| 5Y | -29.5% | +312.6% | -342.1% | -49.8% |
| All | -29.5% | +310.8% | -340.3% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 5y: compounded portfolio wealth divided by compounded EAT 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…
5y analysis · Full analysis span regression · 6 months rolling