+153.2%
AMAT vs ZBH
-15.5%
+168.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -3.0% |
| 7D | +19.3% | -2.1% | +21.5% | +19.9% |
| 30D | -17.9% | +13.6% | -31.5% | -20.3% |
| 3M | -30.4% | +7.1% | -37.5% | -31.7% |
| 6M | -11.4% | +26.1% | -37.5% | -18.3% |
| YTD | +48.8% | +17.2% | +31.5% | +40.1% |
| 1Y | +66.0% | +17.4% | +48.6% | +56.2% |
| 3Y | +158.8% | +2.0% | +156.8% | +142.3% |
| 5Y | +153.2% | -15.0% | +168.1% | +151.2% |
| All | +153.2% | -15.5% | +168.7% | +151.2% |
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