+89.6%
AXP vs ZBH
-19.6%
+109.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +0.6% | +11.7% | -11.1% | -3.6% |
| 30D | +5.8% | +19.3% | -13.5% | -1.0% |
| 3M | -6.0% | +8.9% | -14.9% | -9.3% |
| 6M | +0.3% | +28.2% | -27.9% | -9.4% |
| YTD | -12.3% | +18.4% | -30.6% | -18.7% |
| 1Y | -11.2% | +20.6% | -31.8% | -18.4% |
| 3Y | +117.0% | -0.6% | +117.6% | +107.4% |
| All | +89.6% | -19.6% | +109.2% | +106.4% |
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