+3,847.4%
ANET vs ZBH
-16.2%
+3,863.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.2% |
| 7D | +3.0% | -4.7% | +7.7% | +4.6% |
| 30D | -5.2% | -4.5% | -0.7% | -3.9% |
| 3M | +27.6% | +7.6% | +20.0% | +23.4% |
| 6M | +44.4% | +0.3% | +44.1% | +42.6% |
| YTD | +52.3% | +4.5% | +47.8% | +47.4% |
| 1Y | +30.4% | -9.4% | +39.8% | +32.2% |
| 3Y | +313.3% | -21.5% | +334.7% | +331.2% |
| 5Y | +810.0% | -28.4% | +838.4% | +861.8% |
| All | +3,847.4% | -16.2% | +3,863.6% | +3,559.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling