+69.1%
CSCO vs ZBH
-7.7%
+76.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.2% | +4.4% |
| 7D | +2.7% | -4.7% | +7.4% | +2.5% |
| 30D | -9.5% | -4.5% | -5.0% | -9.6% |
| 3M | -7.6% | +7.6% | -15.2% | -7.7% |
| 6M | +44.9% | +0.3% | +44.6% | +45.2% |
| YTD | +47.7% | +4.5% | +43.2% | +47.8% |
| 1Y | +69.1% | -9.4% | +78.5% | +67.2% |
| All | +69.1% | -7.7% | +76.7% | +67.2% |
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