+214.7%
ZBH vs ITUB
+1,902.7%
-1,688.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.9% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -3.2% | +2.6% | -5.8% | -3.8% |
| 3M | +5.8% | +8.4% | -2.6% | +3.9% |
| 6M | +2.0% | -0.5% | +2.5% | +1.5% |
| YTD | +5.8% | +15.3% | -9.5% | +2.1% |
| 1Y | -7.9% | +28.7% | -36.7% | -13.3% |
| 3Y | -19.4% | +118.7% | -138.0% | -32.3% |
| 5Y | -29.5% | +182.7% | -212.2% | -45.3% |
| 10Y | -15.5% | +207.6% | -223.1% | -39.5% |
| All | +214.7% | +1,902.7% | -1,688.0% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling