+269.3%
ZBH vs EL
+571.3%
-301.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.4% |
| 7D | -5.2% | +1.7% | -6.9% | -5.6% |
| 30D | -2.4% | +15.5% | -17.9% | -6.4% |
| 3M | +8.3% | +20.6% | -12.3% | +2.4% |
| 6M | +0.7% | +10.5% | -9.8% | -3.5% |
| YTD | +5.3% | -1.9% | +7.2% | +3.1% |
| 1Y | -9.1% | +16.1% | -25.2% | -15.5% |
| 3Y | -19.7% | -30.2% | +10.5% | -18.8% |
| 5Y | -31.3% | -67.4% | +36.1% | -14.8% |
| 10Y | -18.9% | +31.2% | -50.2% | -34.5% |
| All | +269.3% | +571.3% | -301.9% | +72.5% |
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 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