+174.6%
ZTS vs ZBH
+51.6%
+123.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.3% |
| 7D | -2.0% | -2.8% | +0.8% | -0.9% |
| 30D | +1.9% | -0.1% | +2.0% | +2.0% |
| 3M | -4.0% | +13.4% | -17.4% | -8.7% |
| 6M | -39.1% | +3.0% | -42.1% | -40.1% |
| YTD | -38.8% | +9.7% | -48.5% | -41.3% |
| 1Y | -49.6% | -5.4% | -44.2% | -49.2% |
| 3Y | -59.0% | -15.6% | -43.4% | -57.5% |
| 5Y | -61.8% | -28.1% | -33.6% | -58.7% |
| 10Y | +61.4% | -15.2% | +76.7% | +52.8% |
| All | +174.6% | +51.6% | +123.1% | +109.5% |
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