+7.9%
ZBH vs EL
+25.6%
-17.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +6.3% | +7.2% | +12.5% |
| 7D | +14.3% | +2.5% | +11.8% | +13.7% |
| 30D | +20.3% | +20.1% | +0.2% | +17.4% |
| 3M | +15.3% | +29.3% | -14.0% | +11.4% |
| 6M | +33.9% | +38.8% | -4.8% | +28.3% |
| YTD | +23.5% | +8.1% | +15.4% | +16.8% |
| 1Y | +7.9% | +22.3% | -14.4% | -2.5% |
| All | +7.9% | +25.6% | -17.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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