+565.7%
AMZN vs ZBH
-16.2%
+581.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | -0.7% | -4.7% | +4.0% | +0.6% |
| 30D | -3.9% | -4.5% | +0.6% | -2.7% |
| 3M | +6.3% | +7.6% | -1.2% | +3.7% |
| 6M | +20.8% | +0.3% | +20.5% | +19.7% |
| YTD | +11.2% | +4.5% | +6.7% | +8.6% |
| 1Y | +11.7% | -9.4% | +21.1% | +12.9% |
| 3Y | +79.4% | -21.5% | +100.9% | +86.7% |
| 5Y | +48.0% | -28.4% | +76.4% | +56.2% |
| All | +565.7% | -16.2% | +581.9% | +524.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling