+810.8%
CSCO vs ZBH
+287.8%
+523.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -0.7% | -2.8% | +2.2% | +0.3% |
| 30D | -10.1% | -0.1% | -10.0% | -10.2% |
| 3M | -15.7% | +13.4% | -29.1% | -19.9% |
| 6M | +36.3% | +3.0% | +33.3% | +33.2% |
| YTD | +43.8% | +9.7% | +34.2% | +37.1% |
| 1Y | +63.9% | -5.4% | +69.3% | +63.2% |
| 3Y | +104.4% | -15.6% | +119.9% | +107.7% |
| 5Y | +111.4% | -28.1% | +139.5% | +123.6% |
| 10Y | +361.7% | -15.2% | +376.9% | +334.4% |
| All | +810.8% | +287.8% | +523.0% | +416.9% |
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