+1,827.3%
XLK vs ZBH
+265.6%
+1,561.8%
-57.6%
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% | -0.7% |
| 7D | -0.4% | -6.6% | +6.1% | +1.8% |
| 30D | -0.5% | -4.9% | +4.5% | +1.1% |
| 3M | +5.0% | +5.1% | -0.1% | +2.3% |
| 6M | +32.9% | +1.3% | +31.5% | +30.3% |
| YTD | +29.0% | +3.4% | +25.6% | +25.3% |
| 1Y | +37.8% | -8.7% | +46.5% | +38.5% |
| 3Y | +118.7% | -21.2% | +139.9% | +126.5% |
| 5Y | +145.6% | -29.2% | +174.8% | +161.4% |
| 10Y | +791.5% | -17.5% | +809.0% | +757.7% |
| All | +1,827.3% | +265.6% | +1,561.8% | +1,030.8% |
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