+4.7%
ZBH vs M
+155.4%
-150.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | +10.6% | +5.0% | +5.5% | +9.9% |
| 30D | +20.4% | +10.6% | +9.8% | +18.9% |
| 3M | +10.0% | +1.6% | +8.5% | +9.6% |
| 6M | +31.0% | +30.8% | +0.2% | +26.9% |
| YTD | +20.3% | +16.9% | +3.4% | +17.7% |
| 1Y | +22.2% | +26.3% | -4.0% | +18.5% |
| 3Y | +4.7% | +158.6% | -153.9% | -6.9% |
| All | +4.7% | +155.4% | -150.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling