+13,164.2%
GOOG vs ZBH
+50.2%
+13,114.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -1.6% | -4.9% | +3.4% | +0.1% |
| 30D | -7.7% | -3.2% | -4.4% | -6.7% |
| 3M | -9.3% | +5.8% | -15.1% | -11.6% |
| 6M | +7.4% | +2.0% | +5.5% | +5.6% |
| YTD | +4.9% | +5.8% | -0.9% | +1.3% |
| 1Y | +37.2% | -7.9% | +45.2% | +37.9% |
| 3Y | +141.6% | -19.4% | +161.0% | +148.7% |
| 5Y | +128.8% | -29.5% | +158.3% | +144.5% |
| 10Y | +772.7% | -15.5% | +788.3% | +727.1% |
| All | +13,164.2% | +50.2% | +13,114.0% | +9,262.7% |
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