+69.1%
OTIS vs ZBH
+26.1%
+43.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.4% |
| 7D | -3.0% | -4.7% | +1.7% | -1.6% |
| 30D | -6.0% | -4.5% | -1.5% | -4.7% |
| 3M | -0.9% | +7.6% | -8.4% | -3.2% |
| 6M | -17.3% | +0.3% | -17.6% | -17.8% |
| YTD | -19.6% | +4.5% | -24.1% | -21.1% |
| 1Y | -21.0% | -9.4% | -11.6% | -19.7% |
| 3Y | -12.1% | -21.5% | +9.4% | -7.6% |
| 5Y | -17.1% | -28.4% | +11.3% | -12.0% |
| All | +69.1% | +26.1% | +43.0% | +54.4% |
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