+555.8%
ROKU vs ZBH
-11.9%
+567.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +2.0% |
| 7D | -2.6% | -6.6% | +3.9% | +0.7% |
| 30D | +2.1% | -4.9% | +7.1% | +4.6% |
| 3M | +31.8% | +5.1% | +26.7% | +27.3% |
| 6M | +53.3% | +1.3% | +51.9% | +49.8% |
| YTD | +42.1% | +3.4% | +38.7% | +36.6% |
| 1Y | +62.3% | -8.7% | +71.0% | +64.7% |
| 3Y | +84.6% | -21.2% | +105.9% | +98.4% |
| 5Y | -53.1% | -29.2% | -23.9% | -46.3% |
| All | +555.8% | -11.9% | +567.7% | +401.3% |
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