-15.3%
ZBH vs ESI
+36.5%
-51.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -2.3% | +5.5% | -7.8% | -3.2% |
| 30D | +12.5% | -7.8% | +20.2% | +13.6% |
| 3M | +3.9% | -15.0% | +18.9% | +6.4% |
| 6M | +25.4% | -24.9% | +50.3% | +30.4% |
| YTD | +15.7% | +33.2% | -17.5% | +1.0% |
| 1Y | +15.2% | +24.9% | -9.8% | +2.3% |
| 3Y | +0.3% | +77.8% | -77.4% | -23.9% |
| All | -15.3% | +36.5% | -51.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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