+3,789.8%
CTSH vs ZBH
+287.8%
+3,502.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.2% |
| 7D | -2.7% | -2.8% | +0.1% | -1.5% |
| 30D | +12.4% | -0.1% | +12.5% | +12.4% |
| 3M | +17.4% | +13.4% | +3.9% | +11.2% |
| 6M | -3.1% | +3.0% | -6.0% | -5.1% |
| YTD | -23.6% | +9.7% | -33.2% | -27.3% |
| 1Y | -10.8% | -5.4% | -5.4% | -10.7% |
| 3Y | -8.3% | -15.6% | +7.3% | -6.0% |
| 5Y | -11.3% | -28.1% | +16.8% | -4.1% |
| 10Y | +22.6% | -15.2% | +37.9% | +16.2% |
| All | +3,789.8% | +287.8% | +3,502.0% | +1,986.9% |
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