-29.5%
ZBH vs GEN
+20.0%
-49.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -4.9% | -2.9% | -2.0% | -4.4% |
| 30D | -3.2% | +2.1% | -5.3% | -3.7% |
| 3M | +5.8% | +19.7% | -13.9% | +2.3% |
| 6M | +2.0% | +33.3% | -31.3% | -3.7% |
| YTD | +5.8% | +11.1% | -5.3% | +3.4% |
| 1Y | -7.9% | +3.0% | -10.9% | -8.7% |
| 3Y | -19.4% | +57.9% | -77.2% | -27.2% |
| 5Y | -29.5% | +20.6% | -50.1% | -33.2% |
| All | -29.5% | +20.0% | -49.5% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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