+7.9%
ZBH vs S
+36.5%
-28.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.6% | +11.8% | +13.4% |
| 7D | +14.3% | -8.2% | +22.5% | +14.6% |
| 30D | +20.3% | -7.6% | +27.9% | +20.6% |
| 3M | +15.3% | +12.0% | +3.3% | +14.0% |
| 6M | +33.9% | +50.6% | -16.6% | +30.1% |
| YTD | +23.5% | +56.6% | -33.1% | +18.4% |
| 1Y | +7.9% | +39.2% | -31.3% | +3.2% |
| All | +7.9% | +36.5% | -28.6% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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