+15.2%
ZBH vs ES
+2.1%
+13.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -2.3% | +2.7% | -5.0% | -3.0% |
| 30D | +12.5% | +7.6% | +4.9% | +10.2% |
| 3M | +3.9% | +0.5% | +3.4% | +3.6% |
| 6M | +25.4% | +7.6% | +17.8% | +23.5% |
| YTD | +15.7% | +10.2% | +5.5% | +13.3% |
| 1Y | +15.2% | +1.8% | +13.3% | +13.1% |
| All | +15.2% | +2.1% | +13.0% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling