+35.4%
CVS vs ZBH
-5.6%
+41.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +4.0% | -2.8% | +6.8% | +4.1% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | +2.7% | +13.4% | -10.8% | +2.0% |
| 6M | +21.9% | +3.0% | +18.9% | +22.3% |
| YTD | +24.7% | +9.7% | +15.1% | +23.8% |
| 1Y | +35.4% | -5.4% | +40.8% | +36.7% |
| All | +35.4% | -5.6% | +41.1% | +36.7% |
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 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