-28.7%
ZBH vs NTR
+45.7%
-74.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -4.7% | -1.3% | -3.4% | -4.5% |
| 30D | -4.5% | +16.8% | -21.3% | -6.2% |
| 3M | +7.6% | +20.7% | -13.2% | +5.2% |
| 6M | +0.3% | +0.5% | -0.3% | 0.0% |
| YTD | +4.5% | +29.2% | -24.7% | +0.6% |
| 1Y | -9.4% | +39.6% | -49.0% | -13.9% |
| 3Y | -21.5% | +37.9% | -59.4% | -26.1% |
| All | -28.7% | +45.7% | -74.4% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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