-31.3%
ZBH vs ES
-2.9%
-28.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.1% |
| 7D | -5.2% | +1.4% | -6.6% | -5.7% |
| 30D | -2.4% | -1.2% | -1.3% | -2.1% |
| 3M | +8.3% | +5.0% | +3.3% | +6.6% |
| 6M | +0.7% | -2.8% | +3.5% | +1.4% |
| YTD | +5.3% | +8.6% | -3.2% | +2.3% |
| 1Y | -9.1% | +18.9% | -28.0% | -14.9% |
| 3Y | -19.7% | +32.1% | -51.8% | -28.2% |
| 5Y | -31.3% | -5.1% | -26.2% | -33.6% |
| All | -31.3% | -2.9% | -28.4% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling