-29.2%
ZBH vs TECK
+180.4%
-209.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.0% | -1.6% |
| 7D | -6.6% | -4.2% | -2.3% | -6.1% |
| 30D | -4.9% | -0.4% | -4.6% | -5.0% |
| 3M | +5.1% | +10.1% | -5.0% | +3.6% |
| 6M | +1.3% | +26.0% | -24.6% | -2.1% |
| YTD | +3.4% | +38.0% | -34.7% | -1.6% |
| 1Y | -8.7% | +63.8% | -72.5% | -15.1% |
| 3Y | -21.2% | +68.5% | -89.7% | -28.7% |
| 5Y | -29.2% | +179.2% | -208.4% | -42.6% |
| All | -29.2% | +180.4% | -209.6% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling