+774.2%
XOM vs ZBH
+274.1%
+500.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | 0.0% | -4.9% | +5.0% | +1.8% |
| 30D | +3.4% | -3.2% | +6.7% | +4.5% |
| 3M | +11.0% | +5.8% | +5.2% | +8.2% |
| 6M | +10.6% | +2.0% | +8.6% | +8.4% |
| YTD | +39.2% | +5.8% | +33.4% | +34.4% |
| 1Y | +52.7% | -7.9% | +60.7% | +53.5% |
| 3Y | +56.8% | -19.4% | +76.1% | +62.2% |
| 5Y | +261.8% | -29.5% | +291.3% | +284.7% |
| 10Y | +191.3% | -15.5% | +206.9% | +179.8% |
| All | +774.2% | +274.1% | +500.0% | +404.5% |
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