-16.5%
OTIS vs ZBH
-28.6%
+12.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.4% |
| 7D | -3.0% | -4.7% | +1.7% | -1.5% |
| 30D | -6.0% | -4.5% | -1.5% | -4.6% |
| 3M | -0.9% | +7.6% | -8.4% | -3.3% |
| 6M | -17.3% | +0.3% | -17.6% | -17.8% |
| YTD | -19.6% | +4.5% | -24.1% | -21.2% |
| 1Y | -21.0% | -9.4% | -11.6% | -19.6% |
| 3Y | -12.1% | -21.5% | +9.4% | -6.6% |
| All | -16.5% | -28.6% | +12.1% | -14.6% |
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