+305.7%
ZBH vs STZ
+1,534.4%
-1,228.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -2.3% | +2.6% | -4.8% | -3.0% |
| 30D | +12.5% | +15.2% | -2.7% | +8.0% |
| 3M | +3.9% | +7.6% | -3.7% | +1.7% |
| 6M | +25.4% | +5.3% | +20.2% | +23.3% |
| YTD | +15.7% | +8.6% | +7.1% | +11.9% |
| 1Y | +15.2% | +15.6% | -0.4% | +9.3% |
| 3Y | +0.3% | -35.2% | +35.5% | +10.8% |
| 5Y | -16.1% | -29.1% | +13.0% | -10.3% |
| 10Y | +17.8% | +12.9% | +4.9% | +8.4% |
| All | +305.7% | +1,534.4% | -1,228.7% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling