+34.2%
CVS vs ZBH
-31.2%
+65.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | -2.0% | -6.6% | +4.6% | -0.6% |
| 30D | +1.9% | -4.9% | +6.8% | +2.9% |
| 3M | -2.2% | +5.1% | -7.3% | -3.4% |
| 6M | +26.7% | +1.3% | +25.4% | +25.6% |
| YTD | +22.9% | +3.4% | +19.5% | +21.1% |
| 1Y | +32.9% | -8.7% | +41.6% | +34.1% |
| 3Y | +62.3% | -21.2% | +83.5% | +68.7% |
| 5Y | +34.2% | -29.2% | +63.4% | +41.5% |
| All | +34.2% | -31.2% | +65.4% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling