+134.5%
IBM vs ZBH
-17.1%
+151.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.8% |
| 7D | -0.3% | -6.6% | +6.3% | +1.7% |
| 30D | -1.8% | -4.9% | +3.1% | -0.4% |
| 3M | -13.5% | +5.1% | -18.6% | -14.6% |
| 6M | -5.1% | +1.3% | -6.5% | -5.9% |
| YTD | -19.4% | +3.4% | -22.7% | -20.8% |
| 1Y | -6.5% | -8.7% | +2.2% | -5.3% |
| 3Y | +73.8% | -21.2% | +95.0% | +81.6% |
| 5Y | +116.3% | -29.2% | +145.5% | +130.1% |
| All | +134.5% | -17.1% | +151.7% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling