+52.1%
QCOM vs ZBH
+5.8%
+46.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.3% |
| 7D | +5.8% | +11.3% | -5.5% | +4.6% |
| 30D | -2.3% | +21.5% | -23.8% | -4.1% |
| 3M | +2.7% | +12.5% | -9.8% | +1.4% |
| 6M | -21.0% | +32.3% | -53.3% | -23.9% |
| YTD | +1.8% | +21.4% | -19.6% | -0.5% |
| 1Y | +2.4% | +23.7% | -21.3% | -0.3% |
| 3Y | +52.1% | +7.0% | +45.1% | +39.5% |
| All | +52.1% | +5.8% | +46.3% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling