+1,284.7%
AXP vs ZBH
+287.8%
+996.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.7% |
| 7D | -2.1% | -2.8% | +0.7% | -0.6% |
| 30D | -6.5% | -0.1% | -6.5% | -6.5% |
| 3M | +4.6% | +13.4% | -8.8% | -2.7% |
| 6M | +5.4% | +3.0% | +2.4% | +2.3% |
| YTD | -11.1% | +9.7% | -20.8% | -16.7% |
| 1Y | -0.3% | -5.4% | +5.1% | -0.3% |
| 3Y | +111.6% | -15.6% | +127.2% | +117.5% |
| 5Y | +117.6% | -28.1% | +145.7% | +140.4% |
| 10Y | +474.1% | -15.2% | +489.4% | +457.8% |
| All | +1,284.7% | +287.8% | +996.8% | +493.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling