+30.6%
ORCL vs ZBH
-19.6%
+50.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -11.2% | +11.7% | -22.9% | -12.4% |
| 30D | -18.8% | +19.3% | -38.2% | -20.7% |
| 3M | -18.8% | +8.9% | -27.7% | -19.8% |
| 6M | -39.7% | +28.2% | -67.9% | -42.2% |
| YTD | -39.6% | +18.4% | -58.0% | -41.3% |
| 1Y | -51.7% | +20.6% | -72.3% | -53.3% |
| 3Y | +10.2% | -0.6% | +10.8% | +8.4% |
| All | +30.6% | -19.6% | +50.2% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling