+192.9%
XOM vs ZBH
-16.2%
+209.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.1% |
| 7D | +4.1% | -4.7% | +8.8% | +5.8% |
| 30D | +4.6% | -4.5% | +9.1% | +6.1% |
| 3M | +14.0% | +7.6% | +6.4% | +10.3% |
| 6M | +11.0% | +0.3% | +10.7% | +9.3% |
| YTD | +40.7% | +4.5% | +36.2% | +36.2% |
| 1Y | +52.3% | -9.4% | +61.7% | +54.2% |
| 3Y | +60.5% | -21.5% | +81.9% | +68.7% |
| 5Y | +266.4% | -28.4% | +294.8% | +290.3% |
| All | +192.9% | -16.2% | +209.1% | +172.0% |
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