+4.7%
ZBH vs S
+54.2%
-49.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +10.6% | +1.4% | +9.2% | +10.5% |
| 30D | +20.4% | -10.8% | +31.2% | +20.8% |
| 3M | +10.0% | +5.4% | +4.6% | +9.5% |
| 6M | +31.0% | +41.2% | -10.2% | +28.6% |
| YTD | +20.3% | +56.2% | -35.9% | +17.3% |
| 1Y | +22.2% | +36.3% | -14.1% | +19.6% |
| 3Y | +4.7% | +49.4% | -44.7% | +1.6% |
| All | +4.7% | +54.2% | -49.5% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling