+915.1%
MSFT vs ZBH
+17.7%
+897.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -1.3% | -2.3% | +1.0% | -0.6% |
| 30D | -1.8% | +12.5% | -14.3% | -5.5% |
| 3M | +5.6% | +3.9% | +1.7% | +4.0% |
| 6M | +29.8% | +25.4% | +4.4% | +19.8% |
| YTD | +9.0% | +15.7% | -6.7% | +2.4% |
| 1Y | +4.9% | +15.2% | -10.2% | -1.4% |
| 3Y | +46.2% | +0.3% | +45.9% | +39.3% |
| 5Y | +62.1% | -16.1% | +78.2% | +63.5% |
| All | +915.1% | +17.7% | +897.4% | +769.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling