+3,590.6%
CSX vs ZBH
+329.5%
+3,261.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +1.7% |
| 7D | -2.2% | +11.3% | -13.5% | -6.5% |
| 30D | +6.8% | +21.5% | -14.7% | -1.5% |
| 3M | +0.7% | +12.5% | -11.8% | -4.5% |
| 6M | +13.3% | +32.3% | -19.0% | -0.1% |
| YTD | +40.5% | +21.4% | +19.1% | +27.5% |
| 1Y | +44.7% | +23.7% | +21.0% | +30.1% |
| 3Y | +74.5% | +7.0% | +67.5% | +62.0% |
| 5Y | +52.0% | -13.2% | +65.2% | +51.4% |
| 10Y | +412.6% | +19.3% | +393.3% | +325.4% |
| All | +3,590.6% | +329.5% | +3,261.1% | +1,786.7% |
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