+2,245.2%
AMAT vs ZBH
+329.5%
+1,915.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.6% | +8.8% | +10.3% |
| 7D | -1.1% | +11.3% | -12.3% | -5.7% |
| 30D | -26.9% | +21.5% | -48.4% | -33.1% |
| 3M | -31.2% | +12.5% | -43.7% | -35.4% |
| 6M | -14.7% | +32.3% | -47.0% | -26.6% |
| YTD | +44.7% | +21.4% | +23.3% | +28.4% |
| 1Y | +62.0% | +23.7% | +38.2% | +42.4% |
| 3Y | +165.0% | +7.0% | +157.9% | +138.1% |
| 5Y | +147.1% | -13.2% | +160.3% | +143.0% |
| 10Y | +1,315.3% | +19.3% | +1,296.0% | +1,074.4% |
| All | +2,245.2% | +329.5% | +1,915.7% | +1,131.7% |
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