+55.7%
ZTS vs ZBH
-16.2%
+71.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | -3.7% | -4.7% | +0.9% | -2.0% |
| 30D | -0.8% | -4.5% | +3.7% | +1.0% |
| 3M | -9.7% | +7.6% | -17.3% | -12.3% |
| 6M | -38.4% | +0.3% | -38.7% | -38.8% |
| YTD | -41.1% | +4.5% | -45.6% | -42.4% |
| 1Y | -50.6% | -9.4% | -41.2% | -49.5% |
| 3Y | -59.1% | -21.5% | -37.7% | -56.5% |
| 5Y | -62.7% | -28.4% | -34.3% | -59.8% |
| All | +55.7% | -16.2% | +71.9% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling