-7.4%
ZBH vs QSR
+203.9%
-211.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -6.6% | -4.7% | -1.9% | -4.8% |
| 30D | -4.9% | +4.3% | -9.2% | -6.5% |
| 3M | +5.1% | +5.4% | -0.3% | +3.0% |
| 6M | +1.3% | +8.2% | -6.8% | -1.9% |
| YTD | +3.4% | +14.1% | -10.8% | -2.2% |
| 1Y | -8.7% | +28.1% | -36.8% | -17.5% |
| 3Y | -21.2% | +25.3% | -46.5% | -29.6% |
| 5Y | -29.2% | +40.4% | -69.6% | -40.3% |
| 10Y | -17.5% | +132.4% | -149.9% | -44.2% |
| All | -7.4% | +203.9% | -211.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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