+55.7%
CIEN vs ZBH
+287.8%
-232.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | -15.2% | -2.8% | -12.4% | -14.1% |
| 30D | -21.5% | -0.1% | -21.4% | -21.6% |
| 3M | -40.1% | +13.4% | -53.5% | -44.1% |
| 6M | -6.6% | +3.0% | -9.5% | -9.7% |
| YTD | +37.3% | +9.7% | +27.6% | +28.2% |
| 1Y | +174.5% | -5.4% | +179.9% | +169.4% |
| 3Y | +562.3% | -15.6% | +577.8% | +563.5% |
| 5Y | +463.9% | -28.1% | +492.1% | +499.1% |
| 10Y | +1,302.4% | -15.2% | +1,317.6% | +1,159.9% |
| All | +55.7% | +287.8% | -232.1% | -21.0% |
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