+305.7%
ZBH vs EL
+637.7%
-332.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | -2.3% | +1.5% | -3.8% | -2.6% |
| 30D | +12.5% | +10.0% | +2.5% | +9.7% |
| 3M | +3.9% | +28.4% | -24.5% | -3.2% |
| 6M | +25.4% | +37.1% | -11.6% | +14.1% |
| YTD | +15.7% | +7.8% | +7.9% | +10.4% |
| 1Y | +15.2% | +26.0% | -10.9% | +5.0% |
| 3Y | +0.3% | +3.8% | -3.5% | -9.0% |
| 5Y | -16.1% | -65.2% | +49.1% | +2.5% |
| 10Y | +17.8% | +62.1% | -44.3% | -10.1% |
| All | +305.7% | +637.7% | -332.0% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling