+276.8%
QCOM vs ZBH
-18.3%
+295.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +4.4% |
| 7D | +5.1% | -5.2% | +10.3% | +6.8% |
| 30D | +4.3% | -2.4% | +6.7% | +5.0% |
| 3M | -19.6% | +8.3% | -27.9% | -22.4% |
| 6M | +29.5% | +0.7% | +28.8% | +27.3% |
| YTD | +3.4% | +5.3% | -2.0% | -0.1% |
| 1Y | +10.9% | -9.1% | +20.0% | +11.9% |
| 3Y | +74.8% | -19.7% | +94.5% | +81.7% |
| 5Y | +36.2% | -31.3% | +67.5% | +47.6% |
| All | +276.8% | -18.3% | +295.1% | +262.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling