+7.9%
ZBH vs SPY
+14.6%
-6.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.7% | +11.8% | +13.0% |
| 7D | +14.3% | -0.7% | +15.0% | +14.2% |
| 30D | +20.3% | -1.0% | +21.3% | +20.3% |
| 3M | +15.3% | -0.3% | +15.6% | +15.2% |
| 6M | +33.9% | +7.3% | +26.6% | +30.5% |
| YTD | +23.5% | +13.3% | +10.2% | +16.6% |
| 1Y | +7.9% | +14.8% | -6.9% | +1.6% |
| All | +7.9% | +14.6% | -6.7% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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