+756.8%
NKE vs ZBH
+265.6%
+491.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.1% |
| 7D | -5.5% | -6.6% | +1.0% | -3.2% |
| 30D | -10.4% | -4.9% | -5.5% | -8.8% |
| 3M | -15.8% | +5.1% | -20.9% | -17.5% |
| 6M | -33.4% | +1.3% | -34.8% | -34.3% |
| YTD | -41.0% | +3.4% | -44.4% | -42.2% |
| 1Y | -49.1% | -8.7% | -40.4% | -48.2% |
| 3Y | -59.8% | -21.2% | -38.6% | -57.6% |
| 5Y | -75.5% | -29.2% | -46.3% | -73.3% |
| 10Y | -23.5% | -17.5% | -6.0% | -25.1% |
| All | +756.8% | +265.6% | +491.2% | +376.6% |
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