+120.6%
IBM vs ZBH
-31.0%
+151.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +3.6% | -4.9% | +8.5% | +4.5% |
| 30D | +1.5% | -3.2% | +4.8% | +2.1% |
| 3M | -12.9% | +5.8% | -18.7% | -13.6% |
| 6M | -3.9% | +2.0% | -5.9% | -4.4% |
| YTD | -17.3% | +5.8% | -23.1% | -18.4% |
| 1Y | -5.0% | -7.9% | +2.9% | -4.3% |
| 3Y | +78.2% | -19.4% | +97.6% | +83.4% |
| 5Y | +120.6% | -29.5% | +150.1% | +129.7% |
| All | +120.6% | -31.0% | +151.6% | +129.7% |
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