+98.1%
ZBH vs QID
-100.0%
+198.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -3.8% |
| 7D | -5.2% | -2.7% | -2.5% | -6.0% |
| 30D | -2.4% | +1.8% | -4.2% | -1.9% |
| 3M | +8.3% | -2.2% | +10.4% | +7.9% |
| 6M | +0.7% | -32.1% | +32.8% | -9.7% |
| YTD | +5.3% | -28.6% | +33.9% | -3.9% |
| 1Y | -9.1% | -36.3% | +27.2% | -19.7% |
| 3Y | -19.7% | -74.4% | +54.7% | -44.3% |
| 5Y | -31.3% | -80.8% | +49.5% | -51.5% |
| 10Y | -18.9% | -99.1% | +80.2% | -75.7% |
| All | +98.1% | -100.0% | +198.1% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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