+668.5%
CVS vs ZBH
+287.8%
+380.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +4.0% | -2.8% | +6.8% | +4.8% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | +2.7% | +13.4% | -10.8% | -1.4% |
| 6M | +21.9% | +3.0% | +18.9% | +19.7% |
| YTD | +24.7% | +9.7% | +15.1% | +20.2% |
| 1Y | +35.4% | -5.4% | +40.8% | +35.4% |
| 3Y | +65.2% | -15.6% | +80.8% | +68.5% |
| 5Y | +30.5% | -28.1% | +58.7% | +37.4% |
| 10Y | +40.4% | -15.2% | +55.6% | +34.4% |
| All | +668.5% | +287.8% | +380.6% | +376.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling