-33.8%
CMCSA vs ZBH
-21.6%
-12.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.8% |
| 7D | -5.6% | -6.6% | +1.0% | -4.3% |
| 30D | -1.9% | -4.9% | +3.1% | -0.9% |
| 3M | +6.4% | +5.1% | +1.3% | +5.5% |
| 6M | -16.9% | +1.3% | -18.3% | -17.3% |
| YTD | -6.8% | +3.4% | -10.1% | -7.7% |
| 1Y | -15.9% | -8.7% | -7.2% | -15.4% |
| All | -33.8% | -21.6% | -12.2% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling