+35.7%
CTSH vs ZBH
+19.2%
+16.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | 0.0% |
| 7D | -4.2% | -2.1% | -2.0% | -3.4% |
| 30D | +3.9% | +13.6% | -9.6% | -1.4% |
| 3M | +10.2% | +7.1% | +3.1% | +6.8% |
| 6M | +35.3% | +26.1% | +9.2% | +23.0% |
| YTD | -21.8% | +17.2% | -39.0% | -27.6% |
| 1Y | -12.1% | +17.4% | -29.5% | -18.7% |
| 3Y | +2.0% | +2.0% | 0.0% | -3.4% |
| 5Y | -15.3% | -15.0% | -0.3% | -14.7% |
| All | +35.7% | +19.2% | +16.5% | +18.1% |
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