+464.9%
AXP vs ZBH
-18.8%
+483.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +2.0% |
| 7D | +0.6% | -5.2% | +5.8% | +3.4% |
| 30D | -4.3% | -2.4% | -1.9% | -3.2% |
| 3M | +4.7% | +8.3% | -3.5% | -0.3% |
| 6M | +9.0% | +0.7% | +8.3% | +7.0% |
| YTD | -11.1% | +5.3% | -16.5% | -15.0% |
| 1Y | +1.3% | -9.1% | +10.4% | +3.5% |
| 3Y | +114.5% | -19.7% | +134.2% | +127.4% |
| 5Y | +118.0% | -31.3% | +149.3% | +148.7% |
| 10Y | +464.9% | -18.9% | +483.9% | +443.8% |
| All | +464.9% | -18.8% | +483.7% | +443.8% |
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