+23.9%
BMY vs ZBH
-31.2%
+55.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | -6.4% | -6.6% | +0.2% | -5.0% |
| 30D | +0.2% | -4.9% | +5.1% | +1.3% |
| 3M | +16.0% | +5.1% | +10.8% | +14.6% |
| 6M | +8.3% | +1.3% | +7.0% | +7.5% |
| YTD | +22.2% | +3.4% | +18.8% | +20.5% |
| 1Y | +41.7% | -8.7% | +50.4% | +42.7% |
| 3Y | +20.7% | -21.2% | +41.9% | +24.1% |
| 5Y | +23.9% | -29.2% | +53.1% | +28.4% |
| All | +23.9% | -31.2% | +55.1% | +28.4% |
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