+828.5%
QCOM vs ZBH
+287.8%
+540.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +3.3% | -2.8% | +6.1% | +4.4% |
| 30D | +7.7% | -0.1% | +7.8% | +7.6% |
| 3M | -30.1% | +13.4% | -43.5% | -33.7% |
| 6M | +22.8% | +3.0% | +19.9% | +19.7% |
| YTD | +0.2% | +9.7% | -9.5% | -4.7% |
| 1Y | +7.9% | -5.4% | +13.3% | +7.2% |
| 3Y | +55.8% | -15.6% | +71.4% | +58.7% |
| 5Y | +30.1% | -28.1% | +58.2% | +39.3% |
| 10Y | +248.9% | -15.2% | +264.1% | +233.8% |
| All | +828.5% | +287.8% | +540.7% | +447.3% |
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