-15.5%
ZBH vs ES
+83.1%
-98.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -3.2% | -1.0% | -2.2% | -3.0% |
| 3M | +5.8% | +1.5% | +4.4% | +5.4% |
| 6M | +2.0% | -3.5% | +5.5% | +3.0% |
| YTD | +5.8% | +7.0% | -1.2% | +3.3% |
| 1Y | -7.9% | +15.3% | -23.3% | -12.8% |
| 3Y | -19.4% | +30.2% | -49.6% | -27.4% |
| 5Y | -29.5% | -4.3% | -25.2% | -30.5% |
| 10Y | -15.5% | +87.5% | -103.0% | -30.9% |
| All | -15.5% | +83.1% | -98.7% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling