+58.7%
ZBH vs POET
-20.5%
+79.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +1.1% |
| 7D | -4.7% | +0.4% | -5.0% | -4.7% |
| 30D | -4.5% | -10.4% | +5.9% | -4.4% |
| 3M | +7.6% | -29.3% | +36.9% | +7.9% |
| 6M | +0.3% | +6.9% | -6.6% | -1.4% |
| YTD | +4.5% | +25.6% | -21.1% | +2.3% |
| 1Y | -9.4% | +49.2% | -58.5% | -12.0% |
| 3Y | -21.5% | +128.4% | -149.9% | -26.5% |
| 5Y | -28.4% | -4.2% | -24.2% | -32.4% |
| 10Y | -16.5% | +30.3% | -46.9% | -24.0% |
| All | +58.7% | -20.5% | +79.2% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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