+69.6%
OTIS vs ZBH
+27.6%
+41.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.2% | -4.9% | +2.8% | -0.7% |
| 30D | -4.3% | -3.2% | -1.1% | -3.4% |
| 3M | -2.2% | +5.8% | -8.0% | -4.0% |
| 6M | -19.9% | +2.0% | -21.9% | -20.8% |
| YTD | -19.3% | +5.8% | -25.1% | -21.2% |
| 1Y | -19.6% | -7.9% | -11.6% | -18.6% |
| 3Y | -11.5% | -19.4% | +7.8% | -7.8% |
| 5Y | -16.8% | -29.5% | +12.7% | -11.3% |
| All | +69.6% | +27.6% | +41.9% | +54.3% |
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