-11.1%
ZBH vs TENB
+1.3%
-12.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -4.9% | -1.7% | -3.2% | -4.7% |
| 30D | -3.2% | -8.3% | +5.0% | -2.2% |
| 3M | +5.8% | +26.2% | -20.3% | +0.5% |
| 6M | +2.0% | +60.2% | -58.2% | -7.8% |
| YTD | +5.8% | +43.1% | -37.3% | -2.9% |
| 1Y | -7.9% | +9.4% | -17.3% | -11.4% |
| 3Y | -19.4% | -23.9% | +4.5% | -18.9% |
| 5Y | -29.5% | -28.2% | -1.3% | -31.6% |
| All | -11.1% | +1.3% | -12.4% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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