+938.3%
ORCL vs ZBH
+287.8%
+650.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.3% |
| 7D | +5.3% | -2.8% | +8.1% | +6.2% |
| 30D | +10.0% | -0.1% | +10.1% | +10.0% |
| 3M | -32.6% | +13.4% | -46.0% | -35.6% |
| 6M | +4.9% | +3.0% | +2.0% | +3.1% |
| YTD | -17.8% | +9.7% | -27.4% | -20.9% |
| 1Y | -28.0% | -5.4% | -22.6% | -28.3% |
| 3Y | +36.0% | -15.6% | +51.6% | +37.5% |
| 5Y | +88.7% | -28.1% | +116.8% | +98.3% |
| 10Y | +346.9% | -15.2% | +362.1% | +316.4% |
| All | +938.3% | +287.8% | +650.5% | +378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling