+126.8%
ZBH vs STLA
+150.0%
-23.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -2.3% | -13.8% | +11.5% | +0.1% |
| 30D | +12.5% | -10.5% | +23.0% | +14.4% |
| 3M | +3.9% | -28.9% | +32.8% | +9.4% |
| 6M | +25.4% | -49.7% | +75.2% | +39.1% |
| YTD | +15.7% | -64.9% | +80.6% | +34.7% |
| 1Y | +15.2% | -64.0% | +79.2% | +33.3% |
| 3Y | +0.3% | -77.4% | +77.8% | +22.5% |
| 5Y | -16.1% | -74.4% | +58.4% | -1.6% |
| 10Y | +17.8% | -6.4% | +24.2% | +12.3% |
| All | +126.8% | +150.0% | -23.1% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 all: compounded portfolio wealth divided by compounded STLA 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…
all analysis · Full analysis span regression · 6 months rolling