-30.8%
ZBH vs S
-51.7%
+20.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -2.3% | +2.0% | -4.2% | -2.4% |
| 30D | +12.5% | -2.7% | +15.2% | +12.5% |
| 3M | +3.9% | -6.9% | +10.8% | +4.0% |
| 6M | +25.4% | +38.1% | -12.6% | +21.8% |
| YTD | +15.7% | +48.0% | -32.3% | +11.4% |
| 1Y | +15.2% | +34.5% | -19.3% | +11.5% |
| 3Y | +0.3% | +38.3% | -38.0% | -5.4% |
| 5Y | -16.1% | -70.9% | +54.8% | -18.4% |
| All | -30.8% | -51.7% | +20.9% | -33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling