-15.5%
ZBH vs M
-7.1%
-8.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.0% |
| 7D | -4.9% | -4.1% | -0.9% | -4.3% |
| 30D | -3.2% | -13.6% | +10.4% | -1.1% |
| 3M | +5.8% | -2.3% | +8.1% | +6.0% |
| 6M | +2.0% | +21.9% | -19.9% | -1.4% |
| YTD | +5.8% | -0.6% | +6.4% | +5.1% |
| 1Y | -7.9% | +29.7% | -37.7% | -12.6% |
| 3Y | -19.4% | +107.3% | -126.6% | -31.5% |
| 5Y | -29.5% | +20.5% | -50.0% | -37.9% |
| 10Y | -15.5% | -6.1% | -9.5% | -43.4% |
| All | -15.5% | -7.1% | -8.4% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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