+31.7%
CVS vs ZBH
-8.7%
+40.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | -2.0% | -6.6% | +4.6% | -1.6% |
| 30D | +1.9% | -4.9% | +6.8% | +2.3% |
| 3M | -2.2% | +5.1% | -7.3% | -2.4% |
| 6M | +26.7% | +1.3% | +25.4% | +26.7% |
| YTD | +22.9% | +3.4% | +19.5% | +22.4% |
| All | +31.7% | -8.7% | +40.4% | +33.5% |
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 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