-29.2%
ZBH vs IT
-46.1%
+16.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -6.6% | -12.7% | +6.2% | -4.5% |
| 30D | -4.9% | -8.9% | +4.0% | -3.6% |
| 3M | +5.1% | +10.1% | -5.0% | +2.5% |
| 6M | +1.3% | +7.3% | -5.9% | -1.2% |
| YTD | +3.4% | -32.4% | +35.7% | +8.8% |
| 1Y | -8.7% | -26.6% | +18.0% | -6.0% |
| 3Y | -21.2% | -51.8% | +30.6% | -13.1% |
| 5Y | -29.2% | -45.6% | +16.4% | -29.6% |
| All | -29.2% | -46.1% | +16.9% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling