-8.7%
ZBH vs S
+10.1%
-18.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.4% |
| 7D | -6.6% | +0.1% | -6.6% | -6.5% |
| 30D | -4.9% | -11.8% | +6.9% | -4.4% |
| 3M | +5.1% | +33.9% | -28.8% | +3.1% |
| 6M | +1.3% | +40.1% | -38.7% | -1.4% |
| YTD | +3.4% | +32.1% | -28.7% | +0.5% |
| 1Y | -8.7% | +11.0% | -19.7% | -10.6% |
| All | -8.7% | +10.1% | -18.7% | -10.6% |
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