+163.8%
CIEN vs ZBH
-7.7%
+171.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.3% | +4.8% |
| 7D | +8.9% | -4.7% | +13.6% | +7.3% |
| 30D | -19.1% | -4.5% | -14.6% | -20.2% |
| 3M | -21.5% | +7.6% | -29.1% | -19.6% |
| 6M | +2.8% | +0.3% | +2.5% | +4.6% |
| YTD | +49.5% | +4.5% | +44.9% | +55.5% |
| 1Y | +163.8% | -9.4% | +173.2% | +162.8% |
| All | +163.8% | -7.7% | +171.5% | +162.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling