+75.8%
ZBH vs INDA
+111.6%
-35.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.2% |
| 7D | -5.2% | -1.0% | -4.2% | -4.8% |
| 30D | -2.4% | -2.5% | +0.1% | -1.4% |
| 3M | +8.3% | +4.0% | +4.3% | +6.5% |
| 6M | +0.7% | -1.8% | +2.5% | +1.2% |
| YTD | +5.3% | -9.2% | +14.5% | +9.3% |
| 1Y | -9.1% | -7.2% | -1.9% | -6.7% |
| 3Y | -19.7% | +9.8% | -29.5% | -23.9% |
| 5Y | -31.3% | +7.5% | -38.8% | -34.5% |
| 10Y | -18.9% | +80.8% | -99.7% | -39.5% |
| All | +75.8% | +111.6% | -35.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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