+10.9%
QCOM vs ZBH
-9.7%
+20.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +2.9% |
| 7D | +5.1% | -5.2% | +10.3% | +4.7% |
| 30D | +4.3% | -2.4% | +6.7% | +4.1% |
| 3M | -19.6% | +8.3% | -27.9% | -19.3% |
| 6M | +29.5% | +0.7% | +28.8% | +31.3% |
| YTD | +3.4% | +5.3% | -2.0% | +4.9% |
| 1Y | +10.9% | -9.1% | +20.0% | +11.2% |
| All | +10.9% | -9.7% | +20.6% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling