-39.6%
ZS vs ZBH
-31.2%
-8.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.8% |
| 7D | -8.1% | -6.6% | -1.5% | -5.7% |
| 30D | -8.4% | -4.9% | -3.5% | -6.8% |
| 3M | +31.1% | +5.1% | +25.9% | +28.0% |
| 6M | +4.4% | +1.3% | +3.0% | +2.8% |
| YTD | -27.3% | +3.4% | -30.7% | -29.1% |
| 1Y | -41.4% | -8.7% | -32.7% | -40.5% |
| 3Y | +1.7% | -21.2% | +22.9% | +8.3% |
| 5Y | -39.6% | -29.2% | -10.4% | -38.9% |
| All | -39.6% | -31.2% | -8.4% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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