-0.9%
TSLA vs ZBH
-7.7%
+6.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.7% |
| 7D | +3.2% | -4.7% | +7.9% | +2.3% |
| 30D | +11.6% | -4.5% | +16.1% | +10.7% |
| 3M | -8.4% | +7.6% | -16.0% | -6.8% |
| 6M | -10.4% | +0.3% | -10.7% | -9.2% |
| YTD | -18.7% | +4.5% | -23.3% | -17.0% |
| 1Y | -0.9% | -9.4% | +8.5% | -3.2% |
| All | -0.9% | -7.7% | +6.7% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling