+284.4%
ZBH vs ES
+772.5%
-488.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -0.1% | -2.0% | +1.9% | +0.5% |
| 3M | +13.4% | +1.7% | +11.8% | +12.8% |
| 6M | +3.0% | -3.5% | +6.5% | +4.1% |
| YTD | +9.7% | +7.9% | +1.7% | +6.5% |
| 1Y | -5.4% | +17.2% | -22.6% | -11.3% |
| 3Y | -15.6% | +29.3% | -44.9% | -24.7% |
| 5Y | -28.1% | -5.7% | -22.4% | -29.0% |
| 10Y | -15.2% | +85.2% | -100.4% | -37.1% |
| All | +284.4% | +772.5% | -488.1% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling