+114.8%
CSCO vs ZBH
-31.0%
+145.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | 0.0% | -4.9% | +4.9% | +0.9% |
| 30D | -10.7% | -3.2% | -7.5% | -10.3% |
| 3M | -8.7% | +5.8% | -14.6% | -10.1% |
| 6M | +44.9% | +2.0% | +42.9% | +43.5% |
| YTD | +44.1% | +5.8% | +38.4% | +41.2% |
| 1Y | +65.9% | -7.9% | +73.8% | +67.1% |
| 3Y | +109.0% | -19.4% | +128.4% | +116.1% |
| 5Y | +114.8% | -29.5% | +144.3% | +122.2% |
| All | +114.8% | -31.0% | +145.7% | +122.2% |
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 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