+34.5%
QXO vs ZBH
-16.2%
+50.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.1% |
| 7D | -7.8% | -4.7% | -3.1% | -6.8% |
| 30D | -18.1% | -4.5% | -13.6% | -17.2% |
| 3M | -25.8% | +7.6% | -33.3% | -27.1% |
| 6M | -41.7% | +0.3% | -42.0% | -41.9% |
| YTD | -36.2% | +4.5% | -40.7% | -36.9% |
| 1Y | -42.1% | -9.4% | -32.7% | -41.2% |
| 3Y | -46.2% | -21.5% | -24.7% | -44.4% |
| 5Y | -70.7% | -28.4% | -42.3% | -69.6% |
| All | +34.5% | -16.2% | +50.7% | +34.5% |
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 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