+111.1%
AXP vs ZBH
-15.7%
+126.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | -2.1% | -2.8% | +0.7% | -1.5% |
| 30D | -6.5% | -0.1% | -6.5% | -6.5% |
| 3M | +4.6% | +13.4% | -8.8% | +1.6% |
| 6M | +5.4% | +3.0% | +2.4% | +4.3% |
| YTD | -11.1% | +9.7% | -20.8% | -13.3% |
| 1Y | -0.3% | -5.4% | +5.1% | -0.1% |
| All | +111.1% | -15.7% | +126.7% | +108.6% |
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