-17.4%
ZBH vs TECK
+377.7%
-395.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -4.7% | -3.8% | -0.8% | -4.1% |
| 30D | -4.5% | +0.7% | -5.2% | -4.7% |
| 3M | +7.6% | +4.6% | +3.0% | +6.2% |
| 6M | +0.3% | +25.1% | -24.8% | -4.6% |
| YTD | +4.5% | +39.2% | -34.6% | -2.9% |
| 1Y | -9.4% | +60.3% | -69.7% | -18.3% |
| 3Y | -21.5% | +62.9% | -84.4% | -31.4% |
| 5Y | -28.4% | +181.5% | -209.9% | -46.5% |
| All | -17.4% | +377.7% | -395.1% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling