-29.5%
ZBH vs ESI
+74.4%
-103.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -4.9% | +3.9% | -8.8% | -5.7% |
| 30D | -3.2% | -3.8% | +0.5% | -2.7% |
| 3M | +5.8% | -13.1% | +19.0% | +7.6% |
| 6M | +2.0% | +11.3% | -9.4% | -3.9% |
| YTD | +5.8% | +44.1% | -38.3% | -7.8% |
| 1Y | -7.9% | +40.3% | -48.3% | -19.5% |
| 3Y | -19.4% | +84.1% | -103.4% | -37.5% |
| 5Y | -29.5% | +75.8% | -105.3% | -45.5% |
| All | -29.5% | +74.4% | -103.9% | -45.5% |
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