+39.7%
XOP vs ZBH
-21.6%
+61.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | +1.6% | -6.6% | +8.2% | +2.5% |
| 30D | +9.6% | -4.9% | +14.5% | +10.2% |
| 3M | +16.9% | +5.1% | +11.8% | +15.7% |
| 6M | +24.0% | +1.3% | +22.7% | +23.0% |
| YTD | +56.2% | +3.4% | +52.8% | +54.1% |
| 1Y | +51.8% | -8.7% | +60.5% | +52.9% |
| All | +39.7% | -21.6% | +61.3% | +44.0% |
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 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