+7.9%
ZBH vs STZ
+14.7%
-6.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +5.3% | +8.2% | +12.0% |
| 7D | +14.3% | +13.0% | +1.3% | +11.1% |
| 30D | +20.3% | +29.4% | -9.1% | +13.9% |
| 3M | +15.3% | +11.6% | +3.7% | +12.4% |
| 6M | +33.9% | -0.2% | +34.2% | +32.3% |
| YTD | +23.5% | +8.6% | +14.9% | +20.3% |
| 1Y | +7.9% | +15.9% | -8.0% | +9.8% |
| All | +7.9% | +14.7% | -6.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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