-7.5%
ASML vs ZBH
+26.8%
-34.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +4.6% |
| 7D | -9.0% | +11.7% | -20.7% | -3.8% |
| 30D | -21.0% | +19.3% | -40.3% | -13.4% |
| 3M | -16.3% | +8.9% | -25.2% | -12.4% |
| 6M | -7.5% | +28.2% | -35.7% | +5.7% |
| All | -7.5% | +26.8% | -34.3% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling