+305.7%
ZBH vs ED
+858.4%
-552.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.8% |
| 7D | -2.3% | +2.1% | -4.3% | -3.1% |
| 30D | +12.5% | +10.4% | +2.1% | +8.2% |
| 3M | +3.9% | +12.5% | -8.6% | -0.8% |
| 6M | +25.4% | +14.9% | +10.5% | +18.7% |
| YTD | +15.7% | +24.8% | -9.1% | +5.7% |
| 1Y | +15.2% | +23.8% | -8.7% | +5.5% |
| 3Y | +0.3% | +51.6% | -51.3% | -15.6% |
| 5Y | -16.1% | +86.4% | -102.5% | -35.5% |
| 10Y | +17.8% | +145.4% | -127.6% | -24.6% |
| All | +305.7% | +858.4% | -552.7% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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