+32.0%
ZBH vs MKTX
+1,443.5%
-1,411.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -6.6% | -0.2% | -6.4% | -6.5% |
| 30D | -4.9% | +0.8% | -5.8% | -5.0% |
| 3M | +5.1% | +41.1% | -36.0% | -0.7% |
| 6M | +1.3% | -9.5% | +10.9% | +2.0% |
| YTD | +3.4% | -8.7% | +12.0% | +3.8% |
| 1Y | -8.7% | -10.0% | +1.3% | -8.2% |
| 3Y | -21.2% | -24.6% | +3.4% | -20.1% |
| 5Y | -29.2% | -60.3% | +31.1% | -22.2% |
| 10Y | -17.5% | +5.0% | -22.5% | -23.1% |
| All | +32.0% | +1,443.5% | -1,411.4% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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