+54.4%
CVS vs ZBH
-20.7%
+75.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -2.2% | -4.7% | +2.5% | -1.4% |
| 30D | -0.1% | -4.5% | +4.4% | +0.7% |
| 3M | -5.2% | +7.6% | -12.8% | -6.5% |
| 6M | +26.9% | +0.3% | +26.6% | +26.4% |
| YTD | +22.1% | +4.5% | +17.5% | +20.4% |
| 1Y | +30.8% | -9.4% | +40.2% | +32.3% |
| 3Y | +54.4% | -21.5% | +75.9% | +63.1% |
| All | +54.4% | -20.7% | +75.1% | +63.1% |
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