-13.4%
CTSH vs ZBH
-13.2%
-0.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | -2.4% | +0.4% | -1.4% |
| 30D | +8.0% | +16.6% | -8.6% | +2.7% |
| 3M | +10.6% | +10.8% | -0.2% | +6.8% |
| 6M | +32.5% | +35.8% | -3.2% | +20.4% |
| YTD | -21.0% | +20.5% | -41.4% | -26.1% |
| 1Y | -9.9% | +22.7% | -32.6% | -16.3% |
| 3Y | +3.1% | +4.9% | -1.7% | -2.2% |
| 5Y | -13.4% | -12.8% | -0.6% | -13.1% |
| All | -13.4% | -13.2% | -0.2% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling