+266.5%
ZBH vs NTRS
+441.5%
-175.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.8% |
| 7D | -4.7% | +1.4% | -6.0% | -5.1% |
| 30D | -4.5% | -0.7% | -3.8% | -4.3% |
| 3M | +7.6% | +11.3% | -3.7% | +3.6% |
| 6M | +0.3% | +35.5% | -35.3% | -9.7% |
| YTD | +4.5% | +40.6% | -36.1% | -7.3% |
| 1Y | -9.4% | +49.2% | -58.6% | -21.4% |
| 3Y | -21.5% | +167.2% | -188.7% | -45.1% |
| 5Y | -28.4% | +94.9% | -123.3% | -45.5% |
| 10Y | -16.5% | +259.5% | -276.0% | -49.7% |
| All | +266.5% | +441.5% | -175.0% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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