+14,992.1%
TSCO vs ZBH
+265.6%
+14,726.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.8% |
| 7D | -3.1% | -6.6% | +3.4% | -1.3% |
| 30D | -4.4% | -4.9% | +0.6% | -3.0% |
| 3M | +9.7% | +5.1% | +4.6% | +7.7% |
| 6M | -32.4% | +1.3% | -33.8% | -33.1% |
| YTD | -31.7% | +3.4% | -35.0% | -32.9% |
| 1Y | -41.3% | -8.7% | -32.6% | -40.6% |
| 3Y | -18.3% | -21.2% | +2.9% | -14.7% |
| 5Y | -10.3% | -29.2% | +19.0% | -4.5% |
| 10Y | +188.5% | -17.5% | +206.0% | +176.3% |
| All | +14,992.1% | +265.6% | +14,726.5% | +9,697.9% |
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