+275.4%
ORCL vs ZBH
+19.2%
+256.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.5% |
| 7D | +10.4% | -2.1% | +12.5% | +10.9% |
| 30D | -11.2% | +13.6% | -24.8% | -13.7% |
| 3M | -16.8% | +7.1% | -23.9% | -18.2% |
| 6M | -31.5% | +26.1% | -57.6% | -35.3% |
| YTD | -33.9% | +17.2% | -51.1% | -36.7% |
| 1Y | -43.3% | +17.4% | -60.6% | -45.8% |
| 3Y | +16.5% | +2.0% | +14.4% | +12.3% |
| 5Y | +45.4% | -15.0% | +60.4% | +46.0% |
| All | +275.4% | +19.2% | +256.2% | +241.0% |
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