+390.7%
ZS vs ZBH
-10.4%
+401.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.9% | -0.7% | -3.5% |
| 7D | -9.2% | -5.2% | -4.0% | -7.8% |
| 30D | -4.0% | -2.4% | -1.6% | -3.3% |
| 3M | +25.3% | +8.3% | +17.0% | +22.0% |
| 6M | -1.3% | +0.7% | -1.9% | -2.1% |
| YTD | -28.0% | +5.3% | -33.3% | -29.7% |
| 1Y | -42.5% | -9.1% | -33.4% | -41.7% |
| 3Y | +0.7% | -19.7% | +20.4% | +4.3% |
| 5Y | -42.3% | -31.3% | -11.0% | -38.6% |
| All | +390.7% | -10.4% | +401.1% | +381.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling