+60.7%
BMY vs ZBH
-16.2%
+76.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -4.8% | -4.7% | -0.1% | -3.7% |
| 30D | -0.1% | -4.5% | +4.4% | +1.0% |
| 3M | +13.1% | +7.6% | +5.5% | +11.0% |
| 6M | +8.4% | +0.3% | +8.1% | +7.8% |
| YTD | +22.0% | +4.5% | +17.4% | +19.9% |
| 1Y | +40.3% | -9.4% | +49.7% | +41.8% |
| 3Y | +20.5% | -21.5% | +42.0% | +24.9% |
| 5Y | +23.7% | -28.4% | +52.1% | +29.2% |
| All | +60.7% | -16.2% | +76.9% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling