+59.9%
AMGN vs ZBH
-21.6%
+81.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.7% |
| 7D | -13.9% | -6.6% | -7.3% | -12.4% |
| 30D | -7.1% | -4.9% | -2.2% | -5.9% |
| 3M | +13.9% | +5.1% | +8.8% | +12.7% |
| 6M | +3.2% | +1.3% | +1.9% | +2.7% |
| YTD | +19.2% | +3.4% | +15.9% | +17.9% |
| 1Y | +41.1% | -8.7% | +49.8% | +42.1% |
| All | +59.9% | -21.6% | +81.5% | +68.9% |
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