+7.9%
ZBH vs QS
-71.4%
+79.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +7.5% | +6.0% | +13.9% |
| 7D | +14.3% | +4.5% | +9.8% | +14.4% |
| 30D | +20.3% | -4.1% | +24.4% | +19.5% |
| 3M | +15.3% | -22.1% | +37.4% | +12.8% |
| 6M | +33.9% | -38.4% | +72.3% | +29.5% |
| YTD | +23.5% | -57.5% | +81.0% | +11.3% |
| 1Y | +7.9% | -71.3% | +79.2% | -15.5% |
| All | +7.9% | -71.4% | +79.3% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling