+820.3%
OXY vs ZBH
+274.1%
+546.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +0.6% | -4.9% | +5.6% | +3.0% |
| 30D | +4.5% | -3.2% | +7.8% | +5.9% |
| 3M | +8.9% | +5.8% | +3.1% | +4.8% |
| 6M | +12.5% | +2.0% | +10.5% | +8.9% |
| YTD | +50.5% | +5.8% | +44.7% | +42.7% |
| 1Y | +38.6% | -7.9% | +46.5% | +39.1% |
| 3Y | -1.2% | -19.4% | +18.1% | +3.2% |
| 5Y | +161.6% | -29.5% | +191.1% | +183.9% |
| 10Y | +5.3% | -15.5% | +20.8% | +8.2% |
| All | +820.3% | +274.1% | +546.2% | +450.0% |
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