-20.9%
ZBH vs STZ
-50.2%
+29.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.6% | +1.7% | -2.6% |
| 7D | -5.2% | -7.4% | +2.2% | -3.5% |
| 30D | -2.4% | -10.9% | +8.5% | +0.2% |
| 3M | +8.3% | -13.4% | +21.7% | +11.7% |
| 6M | +0.7% | -16.2% | +16.9% | +4.4% |
| YTD | +5.3% | -10.4% | +15.8% | +7.0% |
| 1Y | -9.1% | -14.8% | +5.7% | -6.6% |
| All | -20.9% | -50.2% | +29.3% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling