-10.2%
ADSK vs ZBH
+11.3%
-21.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +13.5% | -6.4% | +3.2% |
| 7D | +11.4% | +14.3% | -2.8% | +7.2% |
| 30D | +21.9% | +20.3% | +1.6% | +15.9% |
| 3M | +13.9% | +15.3% | -1.4% | +9.2% |
| 6M | +9.1% | +33.9% | -24.8% | +3.1% |
| YTD | -8.8% | +23.5% | -32.2% | -14.4% |
| 1Y | -10.2% | +7.9% | -18.1% | -15.3% |
| All | -10.2% | +11.3% | -21.5% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling