+5.6%
CVS vs ZBH
+11.3%
-5.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +13.5% | -26.0% | -11.6% |
| 7D | -11.1% | +14.3% | -25.4% | -10.3% |
| 30D | -7.4% | +20.3% | -27.7% | -7.0% |
| 3M | -22.9% | +15.3% | -38.1% | -22.2% |
| 6M | -1.2% | +33.9% | -35.1% | -1.0% |
| YTD | +3.9% | +23.5% | -19.6% | +4.2% |
| 1Y | +5.6% | +7.9% | -2.3% | +6.3% |
| All | +5.6% | +11.3% | -5.8% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling