+86.1%
AXP vs ZBH
-16.1%
+102.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | -0.1% | -2.3% | +2.1% | +0.7% |
| 30D | +4.4% | +12.5% | -8.0% | -0.2% |
| 3M | -6.4% | +3.9% | -10.3% | -8.1% |
| 6M | +4.2% | +25.4% | -21.3% | -5.1% |
| YTD | -12.4% | +15.7% | -28.1% | -18.2% |
| 1Y | -11.1% | +15.2% | -26.3% | -16.9% |
| 3Y | +114.9% | +0.3% | +114.5% | +103.2% |
| All | +86.1% | -16.1% | +102.3% | +93.2% |
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