-59.2%
ZTS vs ZBH
-21.6%
-37.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.2% |
| 7D | -4.5% | -6.6% | +2.1% | -2.2% |
| 30D | -3.3% | -4.9% | +1.6% | -1.5% |
| 3M | -9.7% | +5.1% | -14.9% | -11.3% |
| 6M | -38.8% | +1.3% | -40.2% | -39.4% |
| YTD | -41.2% | +3.4% | -44.5% | -42.1% |
| 1Y | -50.3% | -8.7% | -41.6% | -49.5% |
| All | -59.2% | -21.6% | -37.6% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling