-21.5%
ZBH vs EOSE
+42.6%
-64.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -4.7% | +1.8% | -6.5% | -4.7% |
| 30D | -4.5% | -6.8% | +2.3% | -4.5% |
| 3M | +7.6% | -36.3% | +43.9% | +7.8% |
| 6M | +0.3% | -38.8% | +39.0% | +0.2% |
| YTD | +4.5% | -65.5% | +70.1% | +4.7% |
| 1Y | -9.4% | -45.3% | +35.9% | -10.4% |
| 3Y | -21.5% | +44.2% | -65.6% | -23.5% |
| All | -21.5% | +42.6% | -64.1% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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