+872.1%
MSFT vs ZBH
-17.1%
+889.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.9% |
| 7D | -3.5% | -6.6% | +3.1% | -1.5% |
| 30D | -2.1% | -4.9% | +2.9% | -0.6% |
| 3M | +24.2% | +5.1% | +19.0% | +21.7% |
| 6M | +21.9% | +1.3% | +20.5% | +20.1% |
| YTD | +2.5% | +3.4% | -0.9% | +0.1% |
| 1Y | -0.8% | -8.7% | +7.9% | +0.2% |
| 3Y | +50.8% | -21.2% | +72.0% | +56.8% |
| 5Y | +73.5% | -29.2% | +102.7% | +84.6% |
| All | +872.1% | -17.1% | +889.2% | +809.6% |
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 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