+284.4%
ZBH vs M
+144.2%
+140.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -1.3% |
| 7D | -2.8% | +4.7% | -7.5% | -3.6% |
| 30D | -0.1% | -9.6% | +9.6% | +1.7% |
| 3M | +13.4% | +0.9% | +12.6% | +12.9% |
| 6M | +3.0% | +22.3% | -19.3% | -1.3% |
| YTD | +9.7% | +6.5% | +3.1% | +7.4% |
| 1Y | -5.4% | +38.8% | -44.2% | -12.2% |
| 3Y | -15.6% | +115.9% | -131.5% | -31.1% |
| 5Y | -28.1% | +28.6% | -56.7% | -39.1% |
| 10Y | -15.2% | -2.5% | -12.7% | -36.1% |
| All | +284.4% | +144.2% | +140.2% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling