+6.1%
CMCSA vs ZBH
-16.2%
+22.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -4.9% | -4.7% | -0.2% | -3.5% |
| 30D | -1.1% | -4.5% | +3.4% | +0.3% |
| 3M | +6.6% | +7.6% | -1.0% | +4.0% |
| 6M | -15.5% | +0.3% | -15.8% | -16.0% |
| YTD | -6.7% | +4.5% | -11.2% | -8.7% |
| 1Y | -15.6% | -9.4% | -6.2% | -14.2% |
| 3Y | -33.7% | -21.5% | -12.2% | -30.5% |
| 5Y | -46.6% | -28.4% | -18.2% | -43.3% |
| All | +6.1% | -16.2% | +22.3% | +5.5% |
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 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