+214.1%
BMY vs ZBH
+272.6%
-58.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -2.1% |
| 7D | -3.3% | -5.2% | +1.9% | -1.9% |
| 30D | 0.0% | -2.4% | +2.4% | +0.6% |
| 3M | +17.7% | +8.3% | +9.5% | +15.0% |
| 6M | +9.6% | +0.7% | +9.0% | +8.8% |
| YTD | +24.0% | +5.3% | +18.6% | +21.4% |
| 1Y | +45.1% | -9.1% | +54.2% | +46.8% |
| 3Y | +22.5% | -19.7% | +42.2% | +26.9% |
| 5Y | +22.3% | -31.3% | +53.6% | +29.8% |
| 10Y | +62.0% | -18.9% | +80.9% | +56.3% |
| All | +214.1% | +272.6% | -58.5% | +106.9% |
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 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