+1,384.1%
RTX vs ZBH
+287.8%
+1,096.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -5.2% | -2.8% | -2.3% | -4.1% |
| 30D | -9.4% | -0.1% | -9.3% | -9.4% |
| 3M | +12.3% | +13.4% | -1.1% | +6.3% |
| 6M | -3.1% | +3.0% | -6.1% | -5.2% |
| YTD | +10.7% | +9.7% | +1.0% | +5.3% |
| 1Y | +28.4% | -5.4% | +33.8% | +28.4% |
| 3Y | +147.1% | -15.6% | +162.6% | +151.6% |
| 5Y | +167.2% | -28.1% | +195.4% | +184.8% |
| 10Y | +274.7% | -15.2% | +290.0% | +259.4% |
| All | +1,384.1% | +287.8% | +1,096.3% | +592.4% |
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