-31.3%
ZBH vs M
+24.8%
-56.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -3.6% |
| 7D | -5.2% | +2.4% | -7.6% | -5.5% |
| 30D | -2.4% | -11.6% | +9.2% | -0.8% |
| 3M | +8.3% | +1.6% | +6.6% | +7.9% |
| 6M | +0.7% | +25.2% | -24.6% | -2.5% |
| YTD | +5.3% | +3.8% | +1.6% | +4.3% |
| 1Y | -9.1% | +36.3% | -45.4% | -13.6% |
| 3Y | -19.7% | +116.3% | -136.0% | -31.2% |
| 5Y | -31.3% | +28.2% | -59.5% | -40.1% |
| All | -31.3% | +24.8% | -56.1% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling