+65.7%
AMGN vs ZBH
+11.3%
+54.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +13.5% | -9.8% | +2.1% |
| 7D | +5.9% | +14.3% | -8.4% | +4.2% |
| 30D | +18.7% | +20.3% | -1.6% | +16.2% |
| 3M | +23.4% | +15.3% | +8.1% | +21.4% |
| 6M | +49.7% | +33.9% | +15.8% | +47.5% |
| YTD | +49.2% | +23.5% | +25.7% | +46.4% |
| 1Y | +65.7% | +7.9% | +57.8% | +56.0% |
| All | +65.7% | +11.3% | +54.4% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling