+3,512.4%
CSX vs ZBH
+287.8%
+3,224.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | -3.4% | -2.8% | -0.6% | -2.3% |
| 30D | -3.1% | -0.1% | -3.0% | -3.1% |
| 3M | +7.2% | +13.4% | -6.3% | +1.3% |
| 6M | +16.2% | +3.0% | +13.2% | +13.5% |
| YTD | +37.5% | +9.7% | +27.9% | +30.7% |
| 1Y | +53.2% | -5.4% | +58.6% | +53.3% |
| 3Y | +68.2% | -15.6% | +83.8% | +72.7% |
| 5Y | +65.2% | -28.1% | +93.3% | +78.0% |
| 10Y | +504.1% | -15.2% | +519.4% | +474.5% |
| All | +3,512.4% | +287.8% | +3,224.5% | +1,834.4% |
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