+84.0%
ASML vs ZBH
-15.5%
+99.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.7% |
| 7D | +10.4% | -2.1% | +12.5% | +11.0% |
| 30D | -12.7% | +13.6% | -26.3% | -16.0% |
| 3M | -17.2% | +7.1% | -24.3% | -19.2% |
| 6M | -1.3% | +26.1% | -27.4% | -9.9% |
| YTD | +40.8% | +17.2% | +23.6% | +31.3% |
| 1Y | +45.2% | +17.4% | +27.8% | +35.0% |
| 3Y | +131.8% | +2.0% | +129.8% | +115.3% |
| 5Y | +84.0% | -15.0% | +99.0% | +80.3% |
| All | +84.0% | -15.5% | +99.5% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling