+361.0%
ORLY vs ZBH
-16.2%
+377.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | -2.4% | -4.7% | +2.3% | -1.2% |
| 30D | -6.8% | -4.5% | -2.3% | -5.7% |
| 3M | -4.8% | +7.6% | -12.3% | -6.7% |
| 6M | -9.1% | +0.3% | -9.4% | -9.7% |
| YTD | -5.9% | +4.5% | -10.4% | -7.7% |
| 1Y | -20.4% | -9.4% | -11.0% | -19.4% |
| 3Y | +36.6% | -21.5% | +58.1% | +41.9% |
| 5Y | +117.3% | -28.4% | +145.7% | +127.7% |
| All | +361.0% | -16.2% | +377.2% | +323.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling