+255.6%
XOM vs ZBH
-29.4%
+285.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | +1.9% | -6.6% | +8.4% | +3.0% |
| 30D | +4.1% | -4.9% | +9.0% | +4.9% |
| 3M | +10.4% | +5.1% | +5.3% | +9.1% |
| 6M | +13.0% | +1.3% | +11.7% | +12.1% |
| YTD | +40.1% | +3.4% | +36.7% | +38.1% |
| 1Y | +51.1% | -8.7% | +59.8% | +52.3% |
| 3Y | +57.7% | -21.2% | +78.9% | +62.9% |
| All | +255.6% | -29.4% | +285.0% | +269.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling