-2.9%
ADSK vs ZBH
-20.7%
+17.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.2% |
| 7D | -2.5% | -4.7% | +2.1% | -1.7% |
| 30D | -14.9% | -4.5% | -10.4% | -14.2% |
| 3M | +3.3% | +7.6% | -4.2% | +2.2% |
| 6M | -15.7% | +0.3% | -15.9% | -16.0% |
| YTD | -28.2% | +4.5% | -32.8% | -29.1% |
| 1Y | -34.5% | -9.4% | -25.2% | -34.2% |
| 3Y | -2.9% | -21.5% | +18.6% | +7.2% |
| All | -2.9% | -20.7% | +17.8% | +7.2% |
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