+120.4%
XLK vs ZBH
-20.7%
+141.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.3% |
| 7D | +0.2% | -4.7% | +4.9% | +0.3% |
| 30D | -0.6% | -4.5% | +3.9% | -0.5% |
| 3M | +2.6% | +7.6% | -5.0% | +1.9% |
| 6M | +34.0% | +0.3% | +33.7% | +34.0% |
| YTD | +30.7% | +4.5% | +26.1% | +30.1% |
| 1Y | +39.2% | -9.4% | +48.6% | +40.4% |
| 3Y | +120.4% | -21.5% | +141.9% | +133.1% |
| All | +120.4% | -20.7% | +141.1% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling