+17.9%
ZBH vs ES
+98.2%
-80.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -2.3% | +2.7% | -5.0% | -3.1% |
| 30D | +12.5% | +7.6% | +4.9% | +9.8% |
| 3M | +3.9% | +0.5% | +3.4% | +3.6% |
| 6M | +25.4% | +7.6% | +17.8% | +22.4% |
| YTD | +15.7% | +10.2% | +5.5% | +11.8% |
| 1Y | +15.2% | +1.8% | +13.3% | +13.6% |
| 3Y | +0.3% | +55.4% | -55.0% | -14.8% |
| 5Y | -16.1% | +7.3% | -23.4% | -20.2% |
| All | +17.9% | +98.2% | -80.3% | -4.8% |
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