+2,777.8%
AMAT vs ZBH
+287.8%
+2,490.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.7% |
| 7D | -1.5% | -2.8% | +1.3% | -0.3% |
| 30D | -14.8% | -0.1% | -14.7% | -15.0% |
| 3M | -9.3% | +13.4% | -22.7% | -15.5% |
| 6M | +27.4% | +3.0% | +24.4% | +22.9% |
| YTD | +77.6% | +9.7% | +67.9% | +66.2% |
| 1Y | +188.9% | -5.4% | +194.3% | +184.6% |
| 3Y | +202.3% | -15.6% | +217.9% | +204.1% |
| 5Y | +248.9% | -28.1% | +277.0% | +274.0% |
| 10Y | +1,585.2% | -15.2% | +1,600.5% | +1,516.0% |
| All | +2,777.8% | +287.8% | +2,490.0% | +1,493.8% |
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