-28.7%
ZBH vs ITUB
+186.2%
-214.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -4.7% | +2.2% | -6.9% | -5.0% |
| 30D | -4.5% | +12.6% | -17.1% | -6.0% |
| 3M | +7.6% | +6.4% | +1.2% | +6.5% |
| 6M | +0.3% | +0.6% | -0.3% | -0.1% |
| YTD | +4.5% | +18.8% | -14.3% | +1.6% |
| 1Y | -9.4% | +31.0% | -40.4% | -13.3% |
| 3Y | -21.5% | +118.1% | -139.6% | -30.4% |
| All | -28.7% | +186.2% | -214.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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