+103.4%
AMGN vs ZBH
-28.6%
+132.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.6% |
| 7D | -13.7% | -4.7% | -9.0% | -12.7% |
| 30D | -8.8% | -4.5% | -4.3% | -7.8% |
| 3M | +7.2% | +7.6% | -0.4% | +5.5% |
| 6M | +1.3% | +0.3% | +1.0% | +0.9% |
| YTD | +17.6% | +4.5% | +13.1% | +16.0% |
| 1Y | +37.2% | -9.4% | +46.6% | +38.6% |
| 3Y | +57.7% | -21.5% | +79.2% | +63.6% |
| All | +103.4% | -28.6% | +132.1% | +111.0% |
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 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