+448.7%
AXP vs ZBH
+13.5%
+435.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +0.6% | +11.7% | -11.1% | -5.6% |
| 30D | +5.8% | +19.3% | -13.5% | -4.2% |
| 3M | -6.0% | +8.9% | -14.9% | -11.0% |
| 6M | +0.3% | +28.2% | -27.9% | -13.7% |
| YTD | -12.3% | +18.4% | -30.6% | -21.9% |
| 1Y | -11.2% | +20.6% | -31.8% | -21.8% |
| 3Y | +117.0% | -0.6% | +117.6% | +102.6% |
| 5Y | +93.2% | -19.7% | +112.9% | +102.3% |
| All | +448.7% | +13.5% | +435.2% | +378.7% |
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