+311.0%
ZBH vs M
+160.0%
+150.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | +13.6% | +7.0% | +6.6% | +12.2% |
| 3M | +7.1% | +3.1% | +3.9% | +6.4% |
| 6M | +26.1% | +33.5% | -7.4% | +19.1% |
| YTD | +17.2% | +13.4% | +3.8% | +13.5% |
| 1Y | +17.4% | +22.4% | -5.0% | +11.9% |
| 3Y | +2.0% | +150.9% | -148.8% | -18.9% |
| 5Y | -15.0% | -3.0% | -11.9% | -23.3% |
| 10Y | +19.4% | -9.1% | +28.4% | -8.3% |
| All | +311.0% | +160.0% | +150.9% | +103.0% |
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