+147.9%
OXY vs ZBH
-28.6%
+176.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +2.8% | -4.7% | +7.5% | +3.9% |
| 30D | +5.5% | -4.5% | +9.9% | +6.4% |
| 3M | +11.3% | +7.6% | +3.7% | +8.9% |
| 6M | +11.6% | +0.3% | +11.3% | +10.5% |
| YTD | +51.6% | +4.5% | +47.0% | +48.3% |
| 1Y | +36.2% | -9.4% | +45.6% | +37.8% |
| 3Y | +1.7% | -21.5% | +23.2% | +6.1% |
| All | +147.9% | -28.6% | +176.5% | +165.3% |
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 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