+1,281.1%
AXP vs ZBH
+329.5%
+951.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.3% |
| 7D | -1.1% | +11.3% | -12.4% | -6.9% |
| 30D | +5.2% | +21.5% | -16.3% | -5.5% |
| 3M | -4.6% | +12.5% | -17.1% | -11.1% |
| 6M | +3.2% | +32.3% | -29.1% | -12.4% |
| YTD | -11.3% | +21.4% | -32.8% | -21.9% |
| 1Y | -11.0% | +23.7% | -34.7% | -22.5% |
| 3Y | +120.2% | +7.0% | +113.1% | +98.1% |
| 5Y | +91.7% | -13.2% | +104.9% | +90.8% |
| 10Y | +440.3% | +19.3% | +421.0% | +340.1% |
| All | +1,281.1% | +329.5% | +951.5% | +456.4% |
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 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