-20.5%
ZBH vs EL
-32.9%
+12.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.8% |
| 7D | -4.9% | -2.4% | -2.6% | -4.6% |
| 30D | -3.2% | +13.7% | -16.9% | -5.1% |
| 3M | +5.8% | +14.5% | -8.7% | +3.6% |
| 6M | +2.0% | +7.4% | -5.4% | +0.2% |
| YTD | +5.8% | -4.7% | +10.5% | +5.0% |
| 1Y | -7.9% | +12.9% | -20.9% | -11.1% |
| All | -20.5% | -32.9% | +12.3% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling