+51.4%
PYPL vs ZBH
+2.3%
+49.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.7% |
| 7D | +2.7% | -2.8% | +5.5% | +3.9% |
| 30D | -4.9% | -0.1% | -4.8% | -5.0% |
| 3M | +28.9% | +13.4% | +15.5% | +21.6% |
| 6M | +18.2% | +3.0% | +15.3% | +15.5% |
| YTD | -5.0% | +9.7% | -14.7% | -10.0% |
| 1Y | -18.8% | -5.4% | -13.4% | -18.9% |
| 3Y | -12.6% | -15.6% | +3.0% | -9.8% |
| 5Y | -80.8% | -28.1% | -52.7% | -78.8% |
| 10Y | +49.9% | -15.2% | +65.2% | +42.6% |
| All | +51.4% | +2.3% | +49.1% | +40.6% |
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 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