-13.7%
ZBH vs S
-67.7%
+54.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +10.6% | +1.4% | +9.2% | +10.4% |
| 30D | +20.4% | -10.8% | +31.2% | +21.2% |
| 3M | +10.0% | +5.4% | +4.6% | +9.1% |
| 6M | +31.0% | +41.2% | -10.2% | +26.7% |
| YTD | +20.3% | +56.2% | -35.9% | +15.0% |
| 1Y | +22.2% | +36.3% | -14.1% | +17.9% |
| 3Y | +4.7% | +49.4% | -44.7% | -2.6% |
| 5Y | -13.7% | -66.9% | +53.2% | -13.3% |
| All | -13.7% | -67.7% | +54.0% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling