+3,922.1%
CTSH vs ZBH
+326.1%
+3,596.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | -2.4% | +0.4% | -1.1% |
| 30D | +8.0% | +16.6% | -8.6% | +0.8% |
| 3M | +10.6% | +10.8% | -0.2% | +5.3% |
| 6M | +32.5% | +35.8% | -3.2% | +15.6% |
| YTD | -21.0% | +20.5% | -41.4% | -28.1% |
| 1Y | -9.9% | +22.7% | -32.6% | -18.8% |
| 3Y | +3.1% | +4.9% | -1.7% | -3.9% |
| 5Y | -13.4% | -12.8% | -0.6% | -14.0% |
| 10Y | +37.1% | +22.7% | +14.5% | +11.1% |
| All | +3,922.1% | +326.1% | +3,596.0% | +1,962.9% |
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