+4,770.1%
DELL vs ZBH
-18.2%
+4,788.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +3.2% |
| 7D | +25.6% | -5.2% | +30.8% | +27.8% |
| 30D | +17.7% | -2.4% | +20.1% | +18.5% |
| 3M | +33.4% | +8.3% | +25.2% | +28.1% |
| 6M | +266.2% | +0.7% | +265.5% | +259.5% |
| YTD | +328.0% | +5.3% | +322.7% | +311.3% |
| 1Y | +339.6% | -9.1% | +348.7% | +343.0% |
| 3Y | +694.6% | -19.7% | +714.3% | +720.2% |
| 5Y | +1,122.0% | -31.3% | +1,153.3% | +1,226.3% |
| 10Y | +4,062.5% | -18.9% | +4,081.4% | +3,812.6% |
| All | +4,770.1% | -18.2% | +4,788.3% | +4,409.6% |
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