+49.6%
MSFT vs ZBH
-20.1%
+69.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.8% | -1.0% |
| 7D | -1.4% | -5.2% | +3.8% | -1.2% |
| 30D | -1.0% | -2.4% | +1.4% | -0.9% |
| 3M | +20.2% | +8.3% | +11.9% | +19.8% |
| 6M | +21.3% | +0.7% | +20.6% | +21.2% |
| YTD | +2.8% | +5.3% | -2.6% | +2.5% |
| 1Y | 0.0% | -9.1% | +9.0% | +0.5% |
| All | +49.6% | -20.1% | +69.7% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling