-28.7%
ZBH vs EOSE
-70.0%
+41.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 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% | +8.4% |
| 6M | +0.3% | -38.8% | +39.0% | +0.6% |
| YTD | +4.5% | -65.5% | +70.1% | +5.9% |
| 1Y | -9.4% | -45.3% | +35.9% | -10.5% |
| 3Y | -21.5% | +44.2% | -65.6% | -28.5% |
| All | -28.7% | -70.0% | +41.3% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling