-15.3%
ZBH vs REPL
-35.0%
+19.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -2.3% | +1.2% | -3.5% | -2.3% |
| 30D | +12.5% | +92.2% | -79.7% | +12.1% |
| 3M | +3.9% | +44.1% | -40.2% | +3.7% |
| 6M | +25.4% | +313.0% | -287.6% | +23.9% |
| YTD | +15.7% | +125.2% | -109.5% | +14.2% |
| 1Y | +15.2% | +143.8% | -128.6% | +13.6% |
| 3Y | +0.3% | +104.2% | -103.9% | -8.2% |
| All | -15.3% | -35.0% | +19.7% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling