+10.2%
ORCL vs ZBH
+0.1%
+10.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | -11.2% | +11.7% | -22.9% | -10.7% |
| 30D | -18.8% | +19.3% | -38.2% | -18.2% |
| 3M | -18.8% | +8.9% | -27.7% | -18.3% |
| 6M | -39.7% | +28.2% | -67.9% | -39.4% |
| YTD | -39.6% | +18.4% | -58.0% | -39.0% |
| 1Y | -51.7% | +20.6% | -72.3% | -51.2% |
| 3Y | +10.2% | -0.6% | +10.8% | +12.2% |
| All | +10.2% | +0.1% | +10.1% | +12.2% |
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