+7.9%
ZBH vs IT
-17.9%
+25.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.5% | +12.0% | +13.3% |
| 7D | +14.3% | -5.5% | +19.7% | +14.8% |
| 30D | +20.3% | +10.3% | +9.9% | +18.9% |
| 3M | +15.3% | +11.5% | +3.8% | +13.6% |
| 6M | +33.9% | +40.3% | -6.3% | +28.4% |
| YTD | +23.5% | -17.9% | +41.4% | +15.3% |
| 1Y | +7.9% | -8.8% | +16.7% | +5.6% |
| All | +7.9% | -17.9% | +25.8% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling