-19.7%
ZBH vs REPL
-24.7%
+5.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.9% |
| 7D | -5.2% | -5.7% | +0.5% | -5.2% |
| 30D | -2.4% | +22.5% | -24.9% | -2.3% |
| 3M | +8.3% | +64.7% | -56.4% | +9.1% |
| 6M | +0.7% | +83.0% | -82.4% | +1.8% |
| YTD | +5.3% | +52.0% | -46.6% | +6.5% |
| 1Y | -9.1% | +144.5% | -153.6% | -7.7% |
| 3Y | -19.7% | -25.1% | +5.4% | -20.3% |
| All | -19.7% | -24.7% | +5.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling