+64.4%
ZBH vs ET
+1,447.8%
-1,383.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -4.9% | +0.6% | -5.6% | -5.0% |
| 30D | -3.2% | +5.3% | -8.5% | -4.3% |
| 3M | +5.8% | +15.6% | -9.8% | +2.6% |
| 6M | +2.0% | +20.6% | -18.6% | -2.1% |
| YTD | +5.8% | +38.5% | -32.7% | -1.4% |
| 1Y | -7.9% | +35.7% | -43.7% | -14.0% |
| 3Y | -19.4% | +98.4% | -117.7% | -31.1% |
| 5Y | -29.5% | +245.3% | -274.8% | -46.9% |
| 10Y | -15.5% | +173.7% | -189.3% | -38.1% |
| All | +64.4% | +1,447.8% | -1,383.4% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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