+33.3%
ORCL vs ZBH
-19.5%
+52.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +2.4% |
| 7D | +15.0% | -5.2% | +20.2% | +15.1% |
| 30D | +10.5% | -2.4% | +13.0% | +10.6% |
| 3M | -23.0% | +8.3% | -31.3% | -23.1% |
| 6M | +7.0% | +0.7% | +6.3% | +7.1% |
| YTD | -15.8% | +5.3% | -21.2% | -15.6% |
| 1Y | -31.1% | -9.1% | -22.0% | -30.7% |
| 3Y | +33.3% | -19.7% | +53.0% | +42.0% |
| All | +33.3% | -19.5% | +52.8% | +42.0% |
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 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