+418.4%
CSX vs ZBH
+19.2%
+399.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +2.0% |
| 7D | +3.1% | -2.1% | +5.2% | +3.9% |
| 30D | +9.7% | +13.6% | -3.8% | +4.1% |
| 3M | +4.9% | +7.1% | -2.2% | +1.5% |
| 6M | +18.4% | +26.1% | -7.7% | +6.8% |
| YTD | +45.9% | +17.2% | +28.7% | +34.4% |
| 1Y | +50.0% | +17.4% | +32.6% | +38.0% |
| 3Y | +78.0% | +2.0% | +76.0% | +68.6% |
| 5Y | +59.2% | -15.0% | +74.1% | +60.3% |
| All | +418.4% | +19.2% | +399.1% | +384.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling