+105.9%
CSCO vs ZBH
-15.5%
+121.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.7% |
| 7D | +6.6% | -2.1% | +8.7% | +7.0% |
| 30D | -11.3% | +13.6% | -24.9% | -13.3% |
| 3M | -17.3% | +7.1% | -24.4% | -18.5% |
| 6M | +3.5% | +26.1% | -22.6% | -1.6% |
| YTD | +34.9% | +17.2% | +17.7% | +29.6% |
| 1Y | +40.5% | +17.4% | +23.1% | +34.9% |
| 3Y | +109.3% | +2.0% | +107.2% | +103.8% |
| 5Y | +105.9% | -15.0% | +120.8% | +109.7% |
| All | +105.9% | -15.5% | +121.4% | +109.7% |
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 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