-32.3%
ORCL vs ZBH
-8.1%
-24.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.5% |
| 7D | +10.9% | -4.9% | +15.8% | +10.5% |
| 30D | +7.0% | -3.2% | +10.2% | +6.7% |
| 3M | -21.2% | +5.8% | -27.0% | -20.7% |
| 6M | +7.4% | +2.0% | +5.4% | +7.9% |
| YTD | -16.3% | +5.8% | -22.1% | -14.6% |
| 1Y | -32.3% | -7.9% | -24.4% | -34.4% |
| All | -32.3% | -8.1% | -24.2% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling