-17.4%
ZBH vs IT
+103.1%
-120.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.1% | -0.3% |
| 7D | -4.7% | -3.7% | -1.0% | -3.8% |
| 30D | -4.5% | +0.1% | -4.6% | -4.8% |
| 3M | +7.6% | +20.7% | -13.1% | +0.5% |
| 6M | +0.3% | +12.0% | -11.7% | -5.2% |
| YTD | +4.5% | -28.8% | +33.3% | +11.8% |
| 1Y | -9.4% | -25.5% | +16.1% | -5.4% |
| 3Y | -21.5% | -48.8% | +27.3% | -11.2% |
| 5Y | -28.4% | -42.7% | +14.3% | -25.0% |
| All | -17.4% | +103.1% | -120.5% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling