-6.5%
IBM vs ZBH
-9.5%
+3.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.1% |
| 7D | -0.3% | -6.6% | +6.3% | +0.7% |
| 30D | -1.8% | -4.9% | +3.1% | -1.2% |
| 3M | -13.5% | +5.1% | -18.6% | -13.3% |
| 6M | -5.1% | +1.3% | -6.5% | -5.2% |
| YTD | -19.4% | +3.4% | -22.7% | -19.6% |
| 1Y | -6.5% | -8.7% | +2.2% | -7.4% |
| All | -6.5% | -9.5% | +3.0% | -7.4% |
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