+2,664.3%
TSLA vs ZBH
-16.2%
+2,680.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | +3.2% | -4.7% | +7.9% | +5.3% |
| 30D | +11.6% | -4.5% | +16.1% | +13.7% |
| 3M | -8.4% | +7.6% | -16.0% | -12.5% |
| 6M | -10.4% | +0.3% | -10.7% | -12.4% |
| YTD | -18.7% | +4.5% | -23.3% | -22.5% |
| 1Y | -0.9% | -9.4% | +8.5% | -0.3% |
| 3Y | +33.6% | -21.5% | +55.1% | +41.2% |
| 5Y | +48.9% | -28.4% | +77.3% | +63.6% |
| All | +2,664.3% | -16.2% | +2,680.5% | +2,382.5% |
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