+700.8%
CSCO vs ZBH
+309.2%
+391.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -5.0% | -5.8% |
| 7D | +1.9% | -2.3% | +4.2% | +2.7% |
| 30D | -15.8% | +12.5% | -28.3% | -19.4% |
| 3M | -15.4% | +3.9% | -19.3% | -17.1% |
| 6M | -5.4% | +25.4% | -30.8% | -13.8% |
| YTD | +26.5% | +15.7% | +10.8% | +17.6% |
| 1Y | +25.9% | +15.2% | +10.7% | +17.1% |
| 3Y | +97.5% | +0.3% | +97.2% | +87.9% |
| 5Y | +93.0% | -16.1% | +109.1% | +92.4% |
| 10Y | +308.6% | +17.8% | +290.8% | +240.8% |
| All | +700.8% | +309.2% | +391.5% | +343.3% |
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